Discuss the potential dangers of regulating financial
Question: 1. Identify the potential disadvantages of spectral risk measures.
2. Discuss the potential dangers of regulating financial markets using VaR and other risk measures.
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question 1 explain what a good risk measure should be and relate it to the coherency axioms2 discuss the weighting
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question 1 identify the potential disadvantages of spectral risk measures2 discuss the potential dangers of regulating
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question assume that the interest rate sensitivities of a financial institutions assets and liabilities are perfectly
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