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Historical simulation in finance's value at risk (VaR) analysis is a procedure for predicting the value at risk by 'simulating' or constructing the cumulative distribution function (CDF) of assets returns over time assuming that future returns will be directly sampled from past returns.
A year loss table (YLT) is a table that lists historical or simulated years, with financial losses for each year. [ 1 ] [ 2 ] [ 3 ] YLTs are widely used in catastrophe modeling as a way to record and communicate historical or simulated losses from catastrophes.
For example, when a new record (representing a new worker) is added to the employees table, new records should also be created in the tables of the taxes, vacations and salaries. Triggers can also be used to log historical data, for example to keep track of employees' previous salaries.
Returns-based, or factor-based, attribution methods also began to be developed after the 1970s; these attribution methods require time series return data of a portfolio, and may require time series return data of securities held in that portfolio and of explanatory factor portfolios to conduct performance attribution. These methods do not ...
Then (,,) are risk exposure values calculated from fundamental and technical data, (,) are factor returns determined by a cross-sectional regression for each time period and (,) are the regression residuals. This model was reformulated by Rosenberg et al. into a direct model of asset return,
Each column in an SQL table declares the type(s) that column may contain. ANSI SQL includes the following data types. [14] Character strings and national character strings. CHARACTER(n) (or CHAR(n)): fixed-width n-character string, padded with spaces as needed; CHARACTER VARYING(n) (or VARCHAR(n)): variable-width string with a maximum size of n ...
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In the context of SQL, data definition or data description language (DDL) is a syntax for creating and modifying database objects such as tables, indices, and users. DDL statements are similar to a computer programming language for defining data structures , especially database schemas .