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InfoRisk - VaR Aggregator

This module allows the InfoRisk OLAP server to be easily used to aggregate Value-at-Risk (VaR) from raw PV data.

PV data is rapidly loaded, from front-office sources or pricers, into In-Memory hypercubes. Aggregated VaR reports can then be pulled into Tibco Spotfire on-demand. The VaR can be analysed, in Spotfire, by drilling down. Reports can be exported, to CSV / Excel files for any depth of aggregations.

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