Now you are looking at risk being real-time for credit risk, market risk, intraday VaR.
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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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One HP customer has 30, 000 servers on a grid to provide intraday value at risk (VaR).
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.
Among the largest underlying components of RYH, in trading today Quest Diagnostics, Inc. ( NYSE: DGX) is up about 0.4%, Medco Health Solutions, Inc. ( NYSE: MHS) is up about 0.1%, and Varian Medical Systems, Inc. ( NYSE: VAR) is higher by about 2.2%.
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So chief executives would be foolish to rely solely, or even primarily, on VAR to manage risk.
Another Supervisory Letter cited deficiencies with VaR Model Risk Management.
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Its biggest customers early on were central and commercial banks, which began using RiskMetrics' models to meet VAR-based capital adequacy requirements.
Frustratingly, banks introduce their own quirks into VAR calculations, making comparison difficult.
Mr Scholes favours relying less on VAR to calculate capital reserves against losses.
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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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.
Prime brokerages use its VAR model to set margin requirements for hedge fund clients.
When it comes to Value at Risk (VaR) 52 percent are content with overnight calculations, which most firms can accomplish.
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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 problem is those VAR calculations used historic data and traditional scientific standards of 95% or 99% probability.
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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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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.
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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