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Former Member
May 06, 2010 at 06:45 AM

CFM VAR

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Hi Experts,

I have done following settings to implement VaR, Apart from below can you please let me know what areas I should look for

1. Created Risk Hierachchy

2. Security prices and reference interest rates have been updated for past data.

3. VaR types defined.

Anything else I should look at ??

Please help

Kumari