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View Poll Results: Did you use VaR for the contribution requirement?
I used VaR and MMR 6 16.22%
I used VaR and DNMMR 1 2.70%
I did not use VaR 30 81.08%
Voters: 37. You may not vote on this poll

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  #31  
Old 02-14-2018, 03:46 PM
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ao fan ao fan is offline
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Quote:
Originally Posted by chago04 View Post
Let's hope. You guys have got me scared and I am expecting my grade any minute now.
good luck!

I thought of several things I could have done better after submitting, but before receiving my grade. turned out, none of those things caused me to fail.
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  #32  
Old 02-14-2018, 05:23 PM
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Thanks guys. I also looked at ratio of Max/CTE. I thought that might inform me how heavy the tail may be. If there are potential outliers impacting the CTE
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  #33  
Old 02-14-2018, 07:57 PM
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I didnít have VaR as one of my recommended metrics, but I referenced it when I recommended my tax amount (I.e. there is a less than (100-X)% chance of insolvency because the tax amount is above VaR(X))
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