Risk Analytics  (scientific IDE)

Current Risk level (Beta-Version):

Linear CoVaR Time series - 100 companies, time window 63 days (FRM 1.0)

Interactive moving time window: select desired frame in lower graph.


Google Trends

Negative keywords:

Former risk measure calculations

VarCoVaR Risk Indicator
VarCoVaR Time series (FRM 2.0). More about VarCoVaR on GitHub

Interactive moving time window: select desired frame in lower graph.

Linear CoVaR Time series (FRM 1.0)

Interactive moving time window: select desired frame in lower graph.