surplus-at-risk

  1. Nicole Seaman

    P2.T9.21.8. Surplus at risk (SaR)

    Learning objectives: Distinguish among the following types of risk: absolute risk, relative risk, policy-mix risk, active management risk, funding risk, and sponsor risk. Explain the use of VaR to check manager compliance and monitor risk. Explain how VaR can be used in the development of...
    • Nicole Seaman
    • Thread
    • absolute-risk active-management-risk active-managers asset-classes funding-risk investment-guidelines manager-compliance policy-mix-risk relative-risk risk-budgeting sponsor-risk surplus-at-risk
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T8.710. Portfolio value at risk (VaR) and surplus at risk (SaR)

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
Top