1. Why using a stochastic model
1. Why using a stochastic model
1. Why using a stochastic model
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ReMetrica DFA Simulation<br />
MEAN = $30m<br />
STANDARD DEVIATION = $10m<br />
99%ile (1 in 100) = $100m (VAR)<br />
Exp value (> 99%ile) = $150m (TVAR)<br />
PROBABILITY<br />
12<br />
LOSS<br />
$20m $30m $40m<br />
$100m