Web Analytics

Backtesting

A method for gaining information about a model using past data. As used in reference to VaR, it is the process of comparing the number of violations of VaR thresholds over a time period with the figure implied by the user-selected probability level.

Level III

Sign Up For Updates

Sign up and be the first to receive updates on upcoming product availability and latest offers.

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

By pressing "Submit", you agree to the Terms of Service

Loading…