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Backtesting of VaR Models and Limitations of VaR Models: Discuss in approximately 600 words, the role of backtesting of VaR models in portfolio management. Discuss in approximately 600 words, the limitations of VaR models.

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Product Description

Title: Backtesting of VaR Models and Limitations of VaR Models

Contents

1. Discuss in approximately 600 words, the role of backtesting of VaR models in portfolio management.

2. Discuss in approximately 600 words, the limitations of VaR models.

3. References

Number of Words (Without References): 1,438 (4.79 Pages)


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