微信扫一扫
实时资讯全掌握
|
Assume the following information for Bank XYZ:
• Previous stressed VAR = 100 • Multiplication factor (M) = 3 • Stressed VAR average over the previous 60 trading days = 50 Which of the following values is the correct stressed VAR amount for this bank? A. 150. B. 100. C. 300. D. 30. |