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An Entity of Type : prov:Entity, within Data Space : webisadb.webdatacommons.org associated with source dataset(s)

AttributesValues
rdf:type
prov:value
  • where wherein D is the dynamic credit limit of the counterparty, M is a maximum risk exposure, V is a multiplicative factor, CMin is the minimum credit cost of the party, CAvg is an average of C over a defined time interval, N is a multiplier, and ?? is a historical standard deviation of the credit cost C (or CAvg) over a defined interval.
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is prov:wasDerivedFrom of
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