A bank calculates its value at risk (VaR) to be €5 million at a 5% confidence level for one day. The bank anticipates a minimum loss of €5 million once every: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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A bank calculates its value at risk (VaR) to be €5 million at a 5% confidence level for one day. The bank anticipates a minimum loss of €5 million once every:
