haziqnazri
New Member
There another question on the 95% var for basel 2.5 where there are 20 exceptions for 250-days VaR, i really thought there's 2 answers B and C where the C) Reject the VaR model as the exception exceed the significance level at 95% confidence interval and also B) the basel 2.5 Var was higher than 9 million ish.....