Exchange rate - EUR/USD
Fixed currency (Fixed):
and Variable currency (Vari):
Ex-ante correlations
A summary of the ex-ante correlations
Ex-ante risk decomposition
A summary of the ex-ante risk decomposition
Value-at-Risk
A summary of the value-at-risk
Expected Shortfall
A summary of the expected shortfall
Distribution comparison
A summary of the value-at-risk for different distributions