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PSPP is a free software application for analysis of sampled data, intended as a free alternative for IBM SPSS Statistics. It has a graphical user interface [2] and conventional command-line interface. It is written in C and uses GNU Scientific Library for its mathematical routines. The name has "no official acronymic expansion". [3]
A major task of the XVA-desk, therefore, [4] [24] is to hedge [13] this exposure; see Financial risk management § Banking. This is achieved by buying, for example, credit default swaps: this "CDS protection" applies in that its value is driven, also, by the counterparty's credit worthiness.
This must be demonstrated empirically (for example, by confirmatory factor analysis or Rasch analysis). A questionnaire that measures multiple constructs is termed multi-dimensional. A multi-dimensional questionnaire is used to provide a profile of scores; that is, each scale is scored and reported separately.
Exposure analysis is the science that describes how an individual or population comes in contact with a contaminant, including quantification of the amount of contact across space and time. 'Exposure assessment' and 'exposure analysis' are often used as synonyms in many practical contexts. Risk is a function of exposure and hazard.
Worst-case analysis is the analysis of a device (or system) that assures that the device meets its performance specifications. These are typically accounting for tolerances that are due to initial component tolerance, temperature tolerance, age tolerance and environmental exposures (such as radiation for a space device).
However, it does not provide a very deep analysis. The overall effects of a parallel change in the yield curve are supplied but there is none of the more detailed analysis supplied by a true fixed-income decomposition. A useful account of sector-based attribution, with worked examples, is provided in Dynkin et al. (1998).
HuffPost Data Visualization, analysis, interactive maps and real-time graphics. Browse, copy and fork our open-source software.; Remix thousands of aggregated polling results.
Exposure at default or (EAD) is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. It can be defined as the gross exposure under a facility upon default of an obligor. [1] [2] Outside of Basel II, the concept is sometimes known as Credit Exposure (CE). It represents the ...