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But what Eric was trying to do
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is to work this numbers for levels of volatility
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that fall outside of our standard VAR model.
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What are those levels?
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- Well it's a fairly complicated. - Simplify.
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The volatility levels are set using... historic patterns basically...
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and then stretching those patterns out on a 10-15%... roughly.
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Alright... so?
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So... we are starting to test those historic patterns.
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When?
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Today?
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tueday