--%>
Assignment Help - homework help

Why is Crash Metrics good risk tool

Why is Crash Metrics good risk tool?

E

Expert

Verified

Crash Metrics is a good risk tool since
• This is very simple and fast to implement
• This can be used to optimize portfolio insurance against market crashes

   Related Questions in Financial Management

  • Q : Factors that common stockholders would

    What are those factors that common stockholders would consider while deciding how much cash dividends they want from corporation in which they have invested?

    		•
  • Q : Certainty equivalent as function of

    Explain Certainty equivalent as a function of the risk-aversion parameter.

    		•
  • Q : Who explain that price options

    Who had shown how to price options specified through simulations?

    		•
  • Q : List the arguments of FX call or put

    List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?Both call & put options are functions of just six variables: S

    		•
  • Q : What is marking to market

    What is marking to market straightforward?

    		•
  • Q : Estimate the changes in the margin

    Suppose current settlement price on a CME DM futures contract is $0.6080/DM. You contain a long position in futures contract. Presently your margin account contain a balance of $1,700. The next three days' settlement prices are $0.6066, $0.6073, & $0.598

    		•
  • Q : Coefficient of variation is a better

    Elaborate the statement: Coefficient of variation is a better risk calculator to use than the standard deviation when estimating the risk of capital budgeting projects.

    		•
  • Q : S it possible for a company with a

    Is it possible for a company with a positive net income and which does not distribute dividends to find itself in suspension of payments?

    		•
  • Q : Explain the term copula in current

    Explain the term copula in current financial crisis.

    		•
  • Q : Find QSD and set up

    Company A is a AAA-rated firm wanting to issue five-year FRNs. It determines that it can issue FRNs at six-month LIBOR + 1/8 percent or at the six-month Treasury-bill rate + ½ percent. Specified its asset structure, LIBOR is the preferred index. Comp

    		•