SAP Note 171499 - VaR volatility risk: incorr.P+L, delta/gamma calcltn

Composant : Market Risk Analysis -

Solution : https://service.sap.com/sap/support/notes/171499 (Connexion à SAP Service Marketplace requise)

Mots Clés :
additional key words risk factors, attached source code corrections, existing volatility risk factors, volatility risk factors, find gamma calculation, delta/gamma approach, delta/gamma, solution implement, full evaluation, evaluation

Notes associées :

179098SAP Banking 4.03A