Dashboard input files

[Anonymous]

Dear All!

I’m trying to integrate the dashboard with the outputs of ORE, however there is a problem here:
The input files have aggregates that ORE doesn’t supply (i.e. exposure/xvas per counterparty/Rating/Total).
Concerning npv I’d be able to compute that outside of ORE, but considering the subadditivity of exposures/xvas I don’t see any sense in doing this for exposure/xva.

Is there any secret hidden feature being used for that?

-regards,
Roland

[Anonymous]

OK, I just found out that the figures are indeed sums and that it also makes sense from a risk point of view (above netting set only summation of exposures/xvas is possible).

-regards,
Roland

[Author]

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