:: Future at Risk
Portfolio's VaR
and Back Testing
Risk Indicators
Marking to the
Future

 
 
 
Position date
All dates must be in dd/mm/yyyy format. 
Position date starts from  10/04/2003 to 17/11/2011
Confidence Level  %
  Confidence Level can be chosen between 75% and 99.95%.
 
 Portfolio's Composition Input (Unit):
Govt Bond
Corp Bond
SET
USD
EURO
JPY100
 
 
 
 
 
 
 
 
Note
  • The value of each composition must be bound between -1000 and 1000.
  • Total Portfolio's composition cannot be zero.
  • Assume that each asset class has a unit price.

CopyRight 2005 by The Thai Bond Dealing Centre 10th Floor, 900 Tonson Tower A,D Zone, Ploenchit Road, Lumpini, Pathumwan, Bangkok 10330Tel. +66 2257-0357  Fax.  +66 2257-0355 E-Mail: irisk@thaibdc.or.th