For a given portfolio, time horizon, and probability p, the p VaR can be defined informally as the maximum possible loss during that time after excluding all worse outcomes whose combined probability is at most p. This assumes mark-to-market pricing, and no trading in the portfolio.[1]
Horizon Setup V2 5 10 0 Rar --l
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To a risk manager, VaR is a system, not a number. The system is run periodically (usually daily) and the published number is compared to the computed price movement in opening positions over the time horizon. There is never any subsequent adjustment to the published VaR, and there is no distinction between VaR breaks caused by input errors (including IT breakdowns, fraud and rogue trading), computation errors (including failure to produce a VaR on time) and market movements.[12]
The VaR risk measure defines risk as mark-to-market loss on a fixed portfolio over a fixed time horizon. There are many alternative risk measures in finance. Given the inability to use mark-to-market (which uses market prices to define loss) for future performance, loss is often defined (as a substitute) as change in fundamental value. For example, if an institution holds a loan that declines in market price because interest rates go up, but has no change in cash flows or credit quality, some systems do not recognize a loss. Also some try to incorporate the economic cost of harm not measured in daily financial statements, such as loss of market confidence or employee morale, impairment of brand names or lawsuits.[5]
Rather than assuming a static portfolio over a fixed time horizon, some risk measures incorporate the dynamic effect of expected trading (such as a stop loss order) and consider the expected holding period of positions.[5]
BW = edge(I,method,threshold,direction) specifies the orientation of edges to detect. The Sobel and Prewitt methods can detect edges in the vertical direction, horizontal direction, or both. The Roberts method can detect edges at angles of 45 from horizontal, 135 from horizontal, or both. This syntax is valid only when method is "Sobel", "Prewitt", or "Roberts".
[BW,threshOut,Gx,Gy]= edge(___) also returns the directional gradients. For the Sobel and Prewitt methods, Gx and Gy correspond to the horizontal and vertical gradients, respectively. For the Roberts methods, Gx and Gy correspond to the gradient at angles of 135 and 45 from horizontal, respectively. This syntax is valid only when method is "Sobel", "Prewitt", or "Roberts".
Symptoms: Existing TCP connection is being sporadically disrupted by BIGIP virtual server sending out a SYN, ACK, causing existing connection to fail. The client and virtual server setup a good tcp connection, complete SSL handshake and starts to pass application data. APM virtual then sends SYN, ACK with sequence and ack numbers which do not match existing stream. The APM then tries three syn-ack's before giving up and sends out a rst-ack which drops the connection attempt, but as it shares the same ip:port number as the existing connection, resets the good connection.
Conditions: This occurs on an active-standby setup in which there is an L4 forwarding virtual server or SNAT listener configuration with a wildcard IP address and port, and with connection mirroring enabled. Also, the standby has a SIP monitor configured.
Fix: You can configure ConfigSync Only (there is no support of network failover, but it should be selected and disabled when creating the Device Group), for BIG-IP VE provisioned with a single NIC and a single IP address using the following steps: Steps to configure ConfigSync in Azure VE provisioned with a single NIC and a single IP address - configure configsync-ip in each VE/device - run "tmsh modify cm device configsync-ip " in each VE/device - in the master VE/device, run the following tmsh cmd-line: - to add all other VEs/devices to the trust-domain - run "tmsh modify cm trust-domain Root ca-devices add name user password " for each VE/device - to create a new device group for all VEs/devices - run "tmsh create cm device-group devices add type sync-failover auto-sync enabled network-failover disabled - run "tmsh run cm config-sync to-group " to initially sync-up configs among devices in device-group - Use version 12.0.0 HF1 EHF14 and later images. - Use a static private IP address provided by Azure Virtual Network. - Set db-var 'provision.1nicautoconfig' to be 'disable' before beginning. * No support of network failover when setting up ConfigSync in Azure. - A typical setup is as follows: - Configure configsync-ip in each VE/device. - In each VE/device, run the command: tmsh modify cm device configsync-ip . - In the master VE/device, complete the following steps at the tmsh command line: - To add all other VEs/devices to the trust-domain, complete the following steps at the tmsh command line for each VE/device: - Run the command: tmsh modify cm trust-domain Root ca-devices add name user password . - To create a new device group for all VEs/devices: - Run the command: tmsh create cm device-group devices add type sync-failover auto-sync enabled network-failover disabled. - To initially sync-up configs among devices in device-group, run the command: tmsh run cm config-sync to-group .
Workaround: Clients can check their system setup and remove the affected interfaces that contain an invalid DNS server (virtual machine network adapters are becoming increasingly common and can exhibit this), or they can ensure that they are mapped only to valid DNS servers that can resolve the host.
Conditions: The issue is seen when all the below conditions are met. 1. When more than one certkeychains are configured in the clientSSL profile. 2. When the content of a certkeychain of the clientSSL profile is modified. For example, "modify ltm profile client-ssl a4 cert-key-chain modify default cert rsa.crt key rsa.key ". 3. Performs config sync in HA setup. 2ff7e9595c
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