::
Future at Risk
Portfolio's VaR
and Back Testing
Risk Indicat
ors
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
Risk Indicator type
Risk Factors' Volatility
Covariance
Correlation
CopyRight 2005 by The Thai Bond Market Association, 21st Floor Vanissa Bldg.,29 Soi Chidlom Ploenchit Rd., Bangkok 10330 Tel. +66 2257-0357 Fax. +66 2257-0355
E-Mail: irisk@thaibdc.or.th