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Author Question: Using statistical models to estimate the maximum losses a portfolio's value is likely to sustain ... (Read 419 times)

charchew

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on: Jun 30, 2018
Using statistical models to estimate the maximum losses a portfolio's value is likely to sustain over a particular time period is called:
 
  A) gap analysis
  B) duration analysis
  C) value-at-risk approach
  D) credit-risk analysis

Question 2

Assess the impact on the bond market of the rise in Internet trading of stocks.
 
  What will be an ideal response?


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rachel

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Reply #1 on: Jun 30, 2018
Answer to Question 1

C

Answer to Question 2

The liquidity of the stock market has been increased by Internet trading of stocks. This increase in the desirability of stocks, all else being equal, results in a shift to the left in the demand curve for bonds, lowering the price and raising the interest rate.


charchew

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Reply 2 on: Jun 30, 2018
Wow, this really help

xiaomengxian

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Reply 3 on: Yesterday
Excellent

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