My Oracle Support Banner

Calculation Of Component VaR in MRMM (Doc ID 2668820.1)

Last updated on MAY 14, 2020

Applies to:

Oracle Financial Services Market Risk Measurement and Management - Version 8.0.6 and later
Information in this document applies to any platform.

Goal

How to calculate component VaR for Banks Portfolio in MRMM and how to configure this in historical and monte-carlo simulation?
 

Solution

To view full details, sign in with your My Oracle Support account.

Don't have a My Oracle Support account? Click to get started!


In this Document
Goal
Solution


My Oracle Support provides customers with access to over a million knowledge articles and a vibrant support community of peers and Oracle experts.