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Losses beyond a certain threshold (ie. probability of loss < 1 - confidence interval) are highlighted on the left tail of the graph. Furthermore, 2 values are calculated and displayed: VaR is the threshold value, while shortfall value is the probability-weighted average of the tail losses.

Below Shortfall, Add Sample to show Size 样本数


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To access the quantitative model/report, click on 'Dashboard' from the navigation sidebar on the left. 

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