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Proceedings Article
Research on VaR Computing System of Commercial Banks Based on Accurate Scenario Data
Yingliang Wu, Yuan Huang, Jiongen Xiao
Basing on scene analysis and VaR calculation, this paper discussed system architecture of scenario calculation and accurate data's importance of system model from the view of system theory. We also discussed several kinds of data errors and their processing methods to avoid the error of data. Then we...