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 laterInformation in this document applies to any platform.
Symptoms
Out calculated simulated present value is not matching with Numerix generated simulated present value during Historical Simulation VaR Calculation
Changes
Cause
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In this Document
Symptoms |
Changes |
Cause |
Solution |
References |