The Extreme VaR functionality is now operational on the RaC website.
The testing phase is completed, but ongoing calibration and fine-tuning will continue.
Extreme VaR represents a complement to Regular VaR, but concentrates on the Extreme Tail regions.
The default shown on the screen is at 99.7%.
It can easily be set up for any portfolio of interest and at a user-specified confidence level.
The following document summarizes the procedure to invoke it from your websites.
Let me know if you have any questions.
Naveen Andrews (58668).

Extreme VaR
The Extreme VaR functionality is now operational on the RaC website.
The testing phase is completed, but ongoing calibration and fine-tuning will continue.
Extreme VaR represents a complement to Regular VaR, but concentrates on the Extreme Tail regions.
The default shown on the screen is at <NUMBER>%.
It can easily be set up for any portfolio of interest and at a user-specified confidence level.
The following document summarizes the procedure to invoke it from your websites.
Let me know if you have any questions.
Naveen Andrews (<NUMBER>).
extreme var set portfolio user invoke websites rac calibration fine tuning screen number easily represents complement regular regions default shown document summarizes procedure let know questions