Examples for Market VaR and Counterparty CVaR Reports
Risk from Changes in Market Values
Exposure
5,000,000Average Duration
57 DaysAverage Daily Volatility
1.6%Value at Risk
1,500,000Here are some VaR apps and APIs you should try…
Quickly calculate your VaR with our online solution
Market Risk Plus where you can try out different inputs by uploading your own data.
Calculate your VaR instead of the online solution with our APIs for Value at Risk
VaR API which you can integrate into your applications.
Risk from Counterparty Defaults
Exposure
9,000,000Average PD
2.12%Expected Loss
85,725Value at Risk (Unexpected Loss)
607,285Here are some Counteparty VaR apps and APIs you should try…
Quickly calculate your CVaR with our online solution
Market Risk Plus where you can try out different inputs by uploading your own data.
Calculate your CVaR instead of the online solution with our APIs for Value at Risk
VaR API which you can integrate into your applications.