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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.


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


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