CVaR Value at Risk – an Introduction
Value at Risk (VaR) is a general tool for assessing market risk; it measures the worst expected loss over a given horizon under normal market
Value at Risk (VaR) is a general tool for assessing market risk; it measures the worst expected loss over a given horizon under normal market
Many businesses need the ability to aggregate and analyze complex business data in real time. This isn’t possible with traditional business intelligence solutions, which perform
In the previous post, we explained the risk intelligence concept, and some of the general challenges that arise when implementing a risk management system. This post
This series of blog posts discusses the importance of the risk intelligence concept, as raised by Chartis Research surveys (read the full Chartis Research white
In the previous post, we described the VaR demo and its cube structure. This post describes the different measures used in the demo and how to use
This series of blog posts explains about Quartet FS’s value at risk software and how to get the most out of our online VaR demo. In this
In the previous post, we described the netting concept in CVA. This post describes the marginal exposure and delta CVA concepts in our CVA demo, and show
In the previous post, we described the Exposure and Potential Future Exposure (PFE) measures in CVA. This post describes the general netting concept in our
In the previous post, we described the counterparty credit risk management and CVA concepts and discussed the OLAP cube. This post describes trade exposure in our CVA
This series of blog posts explains about Quartet FS’s counterparty credit risk management CVA solution and how to get the most out of our online
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