Glossary entry (derived from question below)
French term or phrase:
introduit une dissymétrie
English translation:
introduces an asymmetry
Added to glossary by
James Greenfield
Feb 17, 2014 23:25
10 yrs ago
2 viewers *
French term
United Kingdom
introduit une dissymétrie
French to English
Bus/Financial
Finance (general)
Here is the segment in context:
En effet, la non prise en compte dans la VaR de marché des sensibilités de la CVA comptable introduit une dissymétrie (prise en compte des couvertures mais pas des sensibilités)
This short section is from a financial document dealing with counterparty risk management for market transactions. I'm not sure what 'introduit une dissymétrie is implying here'. Any help is much appreciated.
En effet, la non prise en compte dans la VaR de marché des sensibilités de la CVA comptable introduit une dissymétrie (prise en compte des couvertures mais pas des sensibilités)
This short section is from a financial document dealing with counterparty risk management for market transactions. I'm not sure what 'introduit une dissymétrie is implying here'. Any help is much appreciated.
Proposed translations
(English)
| 4 | introduces an asymmetry |
rkillings
|
Proposed translations
10 mins
Selected
introduces an asymmetry
It skews the probability distribution in one direction or the other. If your calculated VaR assumes a Gaussian normal distribution, it will be wrong.
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