Analysis Setup

The Analysis setup is a one-screen definition of your Value-at-Risk and Credit Simulation setup.

  • To begin the setup, select the Methodology (Monte-Carlo, Mark-To-Market, Scenario, Parametric, Historical).
  • The screen will then adapt to the selected methodology.
If you are not at ease with this setup, you should have probably selected the sequenced setup screen.
If this is the case, send us an e-mail or use the feedback module (don't forget to leave your account name) so that we can assign you to the sequenced setup screen.
The sequenced setup screen provides a user friendly approach that will take you through each step of the Risk Definition Process.