exact.works / Market Risk Assessor

Value-at-Risk and market risk calculation for trading book positions, including VaR model validation, stress testing, and limit breach analysis.

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VaR calculations completed using multiple methodologies

Stress testing scenarios analyzed with P&L impact

Model backtesting validation with exception analysis

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Value-at-Risk and market risk calculation for trading book positions, including VaR model validation, stress testing, and limit breach analysis.

TypeScript

Financial Services / Banking

Discrete, Continuous

1 contributor

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