- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 42. Measuring and Managing Market Risk
- Subject 2. Other Key Risk Measures

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**CFA Practice Question**

Which measure tells us something about the probability of a given change in value occurring?

B. Sensitivity risk measures

C. Scenario risk measures

A. VaR

B. Sensitivity risk measures

C. Scenario risk measures

Correct Answer: A

VaR accounts for the probability of losses of certain amounts.

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