问题 单项选择题

对于某金融机构而言,其计算VaR值有两个投资时期可以选择,分别是1天和10天,那么______。

A.1天的VaR值与10天的VaR值相等
B.1天的VaR值与10天的VaR值之间的关系不确定
C.1天的VaR值比10天的VaR值要小
D.1天的VaR值比10天的VaR值要大

答案

参考答案:B

解析: VaR是指在市场正常波动下,某一金融资产或证券组合的最大可能损失。确切地说,VaR描述了在某一特定的时期内,在给定的置信度下,某一金融资产或其组合可能遭受的最大潜在损失值。通常情况下,银行等金融机构倾向于按日计算VaR;但对于一般投资者而言,可按周或月计算VaR。国际清算银行规定的作为计算银行监管资本VaR持有期为10天。因此,1天的VaR值与10天的VaR值之间无必然联系。

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A.build a bridge between guitar players

B.look for teachers for several music schools

C.attract guitar players to attend music classes

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A.A music lover

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C.simple, effective but a little violent

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单项选择题