PropertyValue
http://www.w3.org/1999/02/22-rdf-syntax-ns#type
http://www.w3.org/ns/prov#value
  • The stress test component is obtained from consideration of the increases in Expected Shortfall that would arise from market movements that are especially large and/or in which various kinds of risk factor exhibit perfect or zero correlations in place of their correlations estimated from historical data, or from extreme adverse idiosyncratic movements in individual risk factors to which the accoun
http://www.w3.org/ns/prov#wasQuotedFrom
  • optionsclearing.com