5338金融与交易困难essaymedium
Date-Shifted Scenario Vectors
题目
Desk A is shocked on yesterday's historical scenario set, while Desk B is revalued on the same market moves but shifted forward by one calendar day because of a loader bug. The risk engine still adds the two P/L vectors and reports a portfolio historical VaR. What exactly is wrong with that number, and what is the correct fix?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。