MONTE CARLO SIMULATION title: Monte Carlo simulation (IS-B-RA) (SAP Library - Glossary)
MONTE CARLO SIMULATION category: Risk Analysis (IS-B-RA)
MONTE CARLO SIMULATION explained:
Method for calculating the value at risk in which changes in the market parameters and in the value of the portfolio are modeled using a stochastic process.
More terms such as Monte Carlo simulation in Dictionary M.
- Manual Metadata Service Provider:
- Help A Web service that facilitates the publishing, and updating, of metadata in the metadata database monte carlo simulation definition.
- Manual Marginal Default Probability:
- Help used that extends across more than one period, the marginal default probability describes the conditional default probability for the default of the constituents of the portfolio within a particular monte carlo simulation explain.
- Manual Message Digest:
- Help of a text in the form of a single string of digits, created using a one-way hash function. The algorithm used creates a string of digits that is unique to the message. It is highly unlikely that monte carlo simulation what is.
- Manual MRP Module:
- Help Key in the stock category allocation table of the MRP to assign different AFS MRP logics to the coverage strategies monte carlo simulation meaning.
- Manual Maximum Exposure:
- Help Volume-oriented attributable amount derived from the maximum of the external commitment and the utilization monte carlo simulation abbreviation.
