亲爱的FRM学员：欢迎来到融跃教育FRM官网！
距离2025年5月10日FRM一级考期还有 天！
全国热线：400-963-0708 
网站地图
全国热线：400-963-0708 网站地图
全国热线：400-963-0708 网站地图
ABC Bank believes that the underlying distribution of its loan returns should follow a normal distribution with a mean of 10 and a standard deviation of 3. The following table identifies tail VARs at different confidence levels. Assume the initial analysis uses five tail slices. Calculate the expected shortfall at the 97% confidence level and identify the effect on ES when the number of tail slices increases.
AExpected Shortfall: 4.117, Increasing Slices: ES increases
BExpected Shortfall: 4.117, Increasing Slices: ES decreases
CExpected Shortfall: 4.375, Increasing Slices: ES increases
DExpected Shortfall: 4.375, Increasing Slices: ES decreases
打开微信扫一扫
添加FRM讲师
课程咨询热线
400-963-0708
微信扫一扫
还没有找到合适的FRM课程？赶快联系学管老师，让老师马上联系您！ 试听FRM培训课程 ，高通过省时省心！
行业动态
职业发展
融跃动态
FRM协会动态
FRM最新公告
