FRM: Foundations Of Risk Management — Flashcards | FRM (Foundations Of Risk Management) | FatSkills

FRM: Foundations Of Risk Management — Flashcards

Fast review mode: answers are shown by default so you can skim quickly. Hide them if you want to self-test.

1 of 97 Ready
May not scale over time- Historical data may be meaningless - Not designed to account for catastrophes - VaR says nothing about losses in excess of VaR - May not handle sudden illiquidity
Shortcomings of risk metrics
Shortcuts
Prev Space Show / hide Next
Turn this into a study set.
Sign in with Google to save tricky questions to your reminder list and resume on any device.
Sign in with Google Free • no extra password