(Answered) Worse-than-var scenarios are defined as scenarios that lead

Accounting

Worse-than-VAR scenarios are defined as scenarios that lead to losses in the extreme left tail of the return distribution equal to or exceeding VAR at a given level of confidence. Which of the following statements is an accurate description of VAR?

A. VAR is the average of the worse-than-VAR scenario returns.
B. VAR is the standard deviation of the worse-than-VAR scenario returns.
C. VAR is the most pessimistic scenario return (maximum loss) from the worse-than-VAR scenarios.
D. VAR is the most optimistic scenario return (minimum loss) from the worse-than-VAR scenarios.

View complete question

Accounting Basics, Accounting

Category:- Accounting Basics
Reference No.:- M91042793
Price:- $30

Verified Expert

Priced at $60 Now at $30, Verified Solution

Have any Question?Write your Review or question?

Related Questions in Accounting Basics

Question - watch the video then discuss the differences

Question - Watch the video then discuss the differences between variable and absorption costing. How does variable costing help a company make good management decisions? List some examples of ways in which a business wou ...

Myob assignmentassessment purposethis assignment is an

MYOB Assignment Assessment Purpose This assignment is an individual assessment assessing your learning from the MYOB tutorials and Pabst & Perrin text by completing the February transactions and end of month processing. ...

Part a -a explain agency theory and contracts in the

Part A - a) Explain agency theory and contracts in the context of Positive Accounting Research (PAT)? b) What is the bonus hypothesis of PAT? c) Explain what 'creative accounting' is and can it explain the behaviour of c ...

Question - alison ltd after negotiations with darley ltd

Question - Alison Ltd, after negotiations with Darley Ltd, acquired all the assets (except Cash at Bank and Shares in Alison Ltd) and all liabilities of Darley Ltd. Alison Ltd issued 300,000 fully paid $1 shares and paid ...

Assignment -in this assignment you are asked to provide a

Assignment - In this assignment, you are asked to provide a summary of recent developments relating to financial reporting and prepare financial statement reports in accordance with accounting standard requirements. As s ...

Question - horngrens financial amp managerial

Question - HORNGREN'S Financial & Managerial Accounting Preparing the statement of cash flows-indirect method Accountants for Carlson, Inc. have assembled the following data for the year ended December 31, 2016: 2016 201 ...

Quesiton sue is working at a sports bar waiting on tables

Quesiton: Sue is working at a sports bar waiting on tables while attending college. She is currently enrolled as a sophomore in the school of business at State University majoring in human resource management. What are t ...

Question - 1 on january 1 2017 germany ltd a canadian

Question - 1. On January 1, 2017, Germany Ltd. (a Canadian public company) issued a series of bonds in order to raise money for future projects. The bonds paid 5% interest per year, and mature on January 1, 2027. Germany ...

Question - milo corp has a beta of 13 the us government

Question - Milo corp has a Beta of 1.3. The U.S. government T-Bill is expected to yield 0.04, and the S&P 500 is expected to yield 0.11 in the near future. What is Milo's required rate of return?

Question - a company receives a 850 utility bill for the

Question - A company receives a $850 utility bill for the current month but does not plan to pay the bill until early next month. Record the receipt of the utility bill using (a) accrual-basis accounting and (b) cash-bas ...

4,153,160 Questions Asked
13,132 Experts
2,558,936 Questions Answered

Ask Experts for help!!

Looking for Assignment Help?

Start excelling in your Courses, Get help with Assignment

Write us your full requirement for evaluation and you will receive response within 20 minutes turnaround time.

Ask Now Help with Problems, Get a Best Answer

Recent Questions

Ask Accounting Basics Expert