Historical Simulation VaR Calculation Issue (Doc ID 3059578.1)

Last updated on NOVEMBER 22, 2024

Applies to:

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

Out calculated simulated present value is not matching with Numerix generated simulated present value during Historical Simulation VaR Calculation

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In this Document

Symptoms

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