SAP Note 187061 - VaR: Error w/missing volatility data

Component : Market Risk Analysis -

Solution : https://service.sap.com/sap/support/notes/187061 (SAP Service marketplace login required)

Key words :
attached source code repairs, additional key words volatility, solution maintain volatility data, defined volatility risk facotrs, historic time series fails, volatility risk factors, historic 'stop price', historic volatility entry, historic entry, historic values

Related Notes :

182038SAP Banking 4.02A - Add-On Patch SAPKIPBC05 or D05