Data Transparency
Data Transparency
2 PagesOverview A leading European investment bank cuts intraday VaR calculation time from over 12 hours to less than one hour with TimeScape, increasing calculation accuracy and reducing regulatory capital levels. A leading European investment bank Faster, Transparent VaR with Xenomorph Data transparency and speed lead European bank to Xenomorph and intraday Value at Risk THE PROBLEM The bank’s existing Value at Risk (VaR) systems were based ar
