Delta and Historical VaR
This spreadsheet enables verification of historical and delta VaR results, for a single transaction under the following assumptions: the transaction is two-sided, i.e. one floating side and one fixed side; – the transaction
This spreadsheet enables verification of historical and delta VaR results, for a single transaction under the following assumptions: the transaction is two-sided, i.e. one floating side and one fixed side; – the transaction
We have unrivalled expertise in successful C/ETRM and TMS implementations, and digital transformation projects, as well as defining market solutions that have become system industry standards. We have a proven track record of successful deliveries at greenfield projects and at existing clients.
Copyright 2022 KWA AnalyticsÂ
Openlink®, Endur®, Findur®, and the Openlink logo are trademarks, service marks or registered trademarks of Openlink Financial LLC.
KWA Analytics and Openlink Financial LLC are unaffiliated companies.