Prime brokerages use its VAR model to set margin requirements for hedge fund clients.
Now you are looking at risk being real-time for credit risk, market risk, intraday VaR.
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One HP customer has 30, 000 servers on a grid to provide intraday value at risk (VaR).
So chief executives would be foolish to rely solely, or even primarily, on VAR to manage risk.
The problem is those VAR calculations used historic data and traditional scientific standards of 95% or 99% probability.
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Mr Scholes favours relying less on VAR to calculate capital reserves against losses.
When it comes to Value at Risk (VaR) 52 percent are content with overnight calculations, which most firms can accomplish.
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This error likely had the effect of muting volatility by a factor of two and of lowering the VaR .
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The Var has 90, 000 acres of vineyards, and it's the source of fruit, honey, lavender and other herbs and agricultural products.
So when their VAR models started telling them to sell, they all did driving prices down further and triggering further model-driven selling.
Its biggest customers early on were central and commercial banks, which began using RiskMetrics' models to meet VAR-based capital adequacy requirements.
That includes JPMorgan which set a January 31, 2012 deadline for automating its VaR model and then apparently forgot about it.
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Western Power Distribution (WPD) is testing the Static VAr Compensator for Distribution Networks (D-SVC), which is described as "a very clever box".
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Frustratingly, banks introduce their own quirks into VAR calculations, making comparison difficult.
Var der Laan explained that young prostitutes are particularly vulnerable, often groomed by pimps who force them into service when they turn 18.
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They aim to improve and develop Var and the Vikings, add new levels, create a multiplayer mode, and eventually even an ipad version.
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When the mark-to-market loss on the derivatives was disclosed, JP Morgan restated VaR to be roughly double the previous claim, using a different, older model.
The company has built an efficient operation that is based on selling nicely functional simulation tools through a balanced sales channel of direct and VAR partners.
RiskMetrics sells its VAR modeling and other services to 3, 500 institutions, including the world's top ten investment banks and 70 of its 100 largest money managers.
Varian Medical Systems (VAR) is hoping its first quarter earnings report on Wednesday, January 23, 2013 will help continue the momentum its stock price has enjoyed.
In this idyllic part of the Var region, wild boar roam the lush forests that are home to what gourmands consider the world's finest mushrooms and truffles.
They do not accept responsibility for their lack of cooperation with regulators, or, administrative decisions related to changes in VAR models and the tweaking of asset valuations.
One way is to use CoVAR (Conditional VAR), a measure that aims to capture spillover effects in troubled markets, such as losses due to the distress of others.
Another Supervisory Letter cited deficiencies with VaR Model Risk Management.
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Berman's firm was thriving spitting out VAR calculations, but he was convinced that such number-crunching was only a sliver of what was required to gauge an institution's overall riskiness.
Kaltbaum is also buying Varian Medical Systems (nyse: VAR - news - people ), a company that makes X-ray tubes and systems for treating cancer with radiation.
In Var and the Vikings, players program the avatar and when they succeed he navigates the platform: jumping over hurdles, fighting against enemies, and pushing obstacles out of the way.
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St Tropez in Var, along with Les Issambres and Le Lavandou attract buyers who want a coastal property, but prices have pushed land hunters inland to Fayence, Lorgues, Grimaud and Cogolin.
The VAR calculations and predictions of default behavior at Citigroup turned out to be as useless for determining an adequate margin of capital as the 18-foot breakwater the Japanese built to protect Fukushima.
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In 1967 she joined the Comando de Liberacion Nacional (Colina) and the Vanguardia Armada Revolucionaria Palmares (VAR Palmares), two underground Marxist organizations that sought to oppose the rule of the military via armed struggle.
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