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Quantitative parameters of internal models approach

Which of the following best describes the quantitative parameters of the Internal Models Approach?

A. Ten-day trading horizon, 99% confidence interval, minimum one yearof data, minimum quarterly updates
B. One-day trading horizon, 95% confidence interval, five years of data,updated weekly
C. One-day trading horizon, 99% confidence interval, minimum one year of data, updated monthly
D. Ten-day trading horizon, 97.5% confidence interval, minimum five years of data, updated daily

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Solution Preview :

Prepared by a verified Expert

Finance Basics: Quantitative parameters of internal models approach

Reference No:- TGS0673722

Have a Question? (oR Write a Review)

Recent Questions Asked Finance Basics

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Solution Preview :

Prepared by a verified Expert

Finance Basics: Quantitative parameters of internal models approach

Reference No:- TGS0673722

Recent Questions Asked Finance Basics

Q : How is the process of convergence with iasb standards

Q : Record the purchase of these securities

Q : Essay on the five pillars of islam

Q : Explain the general fund as permanent financing

Q : Quantitative parameters of internal models approach

Q : Does firm have collection problem with accounts receivable

Q : Internal models approach to compute capital requirements

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