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Portfolio Measures

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'Agreement' Customer Cube Dimension

A common customisation is to have a ‘(Netting) Agreement’ dimension on the Customer Cube portfolio, possibly replacing the existing ‘Counterparty’ dimension which is never used. This would be a good candidate for base inclusion. Indeed, the nettin...
Jean-Marc Schwob over 4 years ago in Adaptiv Credit Risk / Portfolio Measures 0 Planned