- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 41. Measuring and Managing Market Risk
- Subject 1. Value at Risk
CFA Practice Question
Which method is the LEAST desirable for deriving conditional VaR?
B. Historical simulation
C. Monte Carlo simulation
A. Parametric method
B. Historical simulation
C. Monte Carlo simulation
Correct Answer: A
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