n NISM Certifications
XIII NISM Series XIII
Medium

What does Value-at-Risk (VaR) measure?

Practice question from NISM Series XIII for SIF - Mock Test 8 — bank. The correct answer is highlighted below with a full explanation.

Options

  1. A

    Portfolio's volatility

  2. Risk level of a portfolio

    Correct answer

  3. C

    Illiquid shares’ value

  4. D

    Index PE value

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

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