| http://www.w3.org/ns/prov#value | - ocessing system that solves the above described problems of the prior art SUMMARY OF THE INVENTION [0014] The present invention is a system and method for performing Value at Risk (VaR) analysis at a large volume scale using multidimensional risk representation. [0015] The database of the risk management system of the present invention preferably contains more than 10 dimensions (e.g., 23) which m
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