White Paper: Predicting the Past

by TS Imagine | White Paper

Historical VaR (HVaR) has become a standard measurement of risk. Many firms now require a full twelve years of prices (plus data from further back such as the Great Recession of 2008–2009). However, this requirement introduces a conundrum: what do we do when a company has not been around for a full twelve years?

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TS Imagine helps companies thrive in capital markets. Our SaaS platform serves all desks and aligns trading, risk and operations to deliver a single source of truth, and brings greater transparency, better efficiency and infinite scalability.
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