n NISM Certifications
VIII NISM Series VIII
Medium

Value-at-risk calculations are done on the basis of ________.

Practice question from NISM Series VIII - Mock Test 2 — bank. The correct answer is highlighted below with a full explanation.

Options

  1. A

    Best possible market conditions

  2. B

    Ideal market conditions

  3. Volatility

    Correct answer

  4. D

    90% risk parameter

A full explanation for this question is being written. In the meantime, the correct answer is highlighted above.

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