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caovanhau1507
Contributor
Contributor

How to use Fractile and RangeFractile to calculate VaR

Hi,

I wanna calculate Value at Risk (VaR) at selected DATE by using Fractile. It's work but it's always return today result .

my fomular: Fractile(aggr(sum([Debt]),DATE),0.95)

Please help me to calculate VaR at any selected DATE.

Thanks!

Best Regards,

 

Labels (2)
1 Reply
sunny_talwar

Would you be able to share a sample where you can show us the issue?