These questions cover economic value and economic capital
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Question 1 of 5
Which of the following is (or are) typically contained in any definition of economic capital?Correct
Question 2 of 5
Which one of the following statements about the factor tables used to calculate economic capital is correct?Correct
They are used mainly by regulatorsIncorrect
Question 3 of 5
Which of the following is (or are) management actions that might be allowed for in an economic capital model?Correct
Question 4 of 5
Which one of the following is defined as the economic capital multiplied by the excess of the risk-adjusted return on capital over the hurdle rate of return?Correct
Question 5 of 5
If, under the Euler capital allocation principle, the marginal contribution to risk is the expected loss from that line of business given that the total loss is greater than the value at risk at a particular level of confidence, which one of the following risk measures is being used?Correct