Co znaczy COUNTRY VALUE-AT-RISK:
Maximum loss arising from country risks that exceeds the expected loss. It is the maximum loss that, with a given probability (confidence level), is not exceeded within the period of analysis (usually one year).
Example:
The estimation for the country value-at-risk of a single transaction is the product of the expected net country exposure, CEQ, 1-RR and VaR(%).
SAP przykład użycia COUNTRY-VALUE-AT-RISK pomoc. Jak działa country-value-at-risk kod programu ABAP. Wykorzystanie kodu Country-Value-At-Risk w programie funtion module SE37. Obsługa funkcji country-value-at-risk w klasie.
Słownik i definicje SAPa na C.
