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4936Tail Severity Interpretation 21Two desks report the same 97.5% VaR, but one desk has a much larger 97.5% ES. What does that tell you about the shape of its tail losses beyond the VaR cutoff?数理金融困难essay未尝试面试订阅4937Backtesting Intuition 22Why is ES harder to backtest directly than VaR in day-to-day risk control?数理金融困难essay未尝试面试订阅4938Scaling Failure Intuition 23Why can square-root-of-time VaR scaling fail badly during volatility clustering?数理金融困难essay未尝试面试订阅4939Tail Preference Intuition 24Why is ES typically preferred to VaR when the main concern is tail severity rather than breach frequency?数理金融困难essay未尝试面试订阅4940Allocation Intuition 25Why is a single firm-wide VaR or ES number not enough for desk incentives unless it is broken into component contributions?数理金融困难essay未尝试面试订阅