APPARATUS AND METHOD FOR PROVIDING MULTI-FACTOR AND MARK TO MARKET CREDIT VAR USING ANALYTIC METHOD BASED ON CLOSED FORM EQUATIONS

摘要

The present invention relates to an efficient multi-factor valuation credit analysis system capable of improving the efficiency and quality of a business system by improving the accuracy and calculation performance of a computer system for performing credit VaR measurement tasks of financial institutions such as banks, The present invention relates to a VaR providing apparatus.