http://forum.murexusers.org/topic/breakdown-by-risk-factor-in-var-viewer Forum for the new Murex User Group. en-US Fri, 10 Sep 2010 02:10:33 +0000 http://bbpress.org/?v=1.0.2 q http://forum.murexusers.org/search.php http://forum.murexusers.org/topic/breakdown-by-risk-factor-in-var-viewer#post-14 Tue, 19 Aug 2008 07:50:17 +0000 Christoph Obenhuber 14@http://forum.murexusers.org/ <p>Hello,</p> <p>Currently we use the following risk factors in market risk: FX, Interest, Commodity, Price, Volatility and Residual. </p> <p>If you have several VaR and stresstesting tasks with each containing positions representing several risk factors how do you set up the calculation task in order to get a breakdown by riskfactor ?</p> <p>Best,<br /> Christoph </p>