9. Which of the following statements is least likely correct regarding conditional VaR (CVaR)?
A. CVaR is also known as expected tail loss.
B. CVaR gives the average of the losses beyond the VaR cutoff.
C. CVaR is best obtained from the parametric method.
Bạn đang xem 9. - CFA 2018 LEVEL 2 PORTFORLIO QUESTION BANK R49 MEASURING MANAGING MARKET RISK Q BANK
