Online Risk Analytics on the Cloud

CCGrid, pp.484-489E, (2009)

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Abstract:

In todays turbulent market conditions, the ability to generate accurate and timely risk measures has become critical to operating successfully, and necessary for survival. Value-at-risk (VaR) is a market standard risk measure used by senior management and regulators to quantify the risk level of a firm's holdings. However, the time-critic...More

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