Explainability explained: VaR

Can you explain your VaR, on the fly, at any level?

In this episode, our risk data experts dive into why VaR explainability is a must-have.

Key Highlights:

  • Understanding VaR and Explainability: Importance of explainability in VAR calculations, focusing on understanding underlying components and day-to-day changes.
  • Challenges of Real-Time VaR: Technical difficulties in real-time VaR and need to adjust and recompute VaR instantly.
  • Innovative Solutions: Opensee's platform addresses real-time VaR challenges with scalable, integrated data management and analytics; benefits include embedded calculations, real-time processing, and data versioning for efficient data management.
  • Real-World Impact: Case studies showing significant improvements, such as reducing data aggregation times from hours to seconds and consolidating multiple data environments into one.
  • Broader Applications: Real-time impact analysis beyond VaR, including FRTB, balance sheet analysis, and front-office trading risks.

Download the full recording for in-depth insights and practical knowledge from industry experts.

Get the full video:

Thank you! Your submission has been received!
Oops! Something went wrong while submitting the form.

By submitting this form, you agree to Opensee's Privacy Policy. You also agree to receive content, events, and marketing emails from Opensee. You may unsubscribe at any time.

Other videos