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KORRELATIOSART - Define Correlation Type

KORRELATIOSART - Define Correlation Type

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Define correlation types. Correlation types are used for evaluations in variance/covariance approach of value-at-risk calculations.

You enter the actual values (correlations) in the market data or scenario data and assign correlation types within the evaluation types.

  1. Enter a short description and a text describing the correlation type.
  2. Choose the statistical calculation type indicator.
  3. Save your entries.





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