• Activity Feed
  • About
daniel replied to daniel's discussion Portfolio VAR
"Thanks to everyone!!

Now, I have more clarity and I'll think that the model should adjust with the hints you gave me for a fatter tails distribution.

I think is the best solution due to the fact of the manipulation of the rates by the Central…"
May 8, 2013
daniel posted a discussion
Portfolio VAR
Hi, I have two doubts that probably you can give me a hand. a) There is portfolio of Interest Rate deposits, so I do not have prices, I have interest rates. So, I can use the Ln (Logarithm ), or it is just fine leaving as they are . AT the end of…
See More
May 2, 2013

Photos

    About Us

    The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.

    Business Partners

    For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!

lead