Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Risk snapshot » ?

Definition 18.5 Research, Data and Risk Platforms · Chapitre 18 — Real-Time Risk

A risk snapshot is the aggregator’s state at one time: every node’s exposure, the market time it reflects, the time and spot of the sensitivities it used and their age, and the limits breached.

Lire dans le chapitre →