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User Input : $-Value held in domestic shares. CHANGE ONLY RED CELLS
-761.32
No of obs.
###
Sum -0.0753 -0.5227 0.33568
o of 'spot' assets
0.05
0.95
373
19
User Input : All inpuits have to be made in 'Historic Simulation Approach' Sheet. CHANGE ONLY RED CELLS.
Note : as we are looking only at the left tail of the distributions the figure here represent potential 'losses'.
Raw data which has beeen used to calculate the required statistics in this sheet can be found in 'Historic Simulation Appro
ssets - similar to Table 23.1.
0.278617 0 0
-0.02328 0 0
1 0 0
0 1 0
0 0 1
390 0 0
otential 'losses'.