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?