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.
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
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.