- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 42. Measuring and Managing Market Risk
- Subject 1. Value at Risk
CFA Practice Question
The IVaR measures the change in VaR ______.
A. that might occur due to market volatility changes.
B. caused by the change in level of confidence.
C. from a portfolio composition change.
Explanation: IVaR reflects changes due to intentional changes in exposure.
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