Valuta 22.11.

2019 cursul de schimb pozitia valutara LP(ron) SP(ron) pozitia neta

eur(-) 4.7729 12290.22 0 58660
usd(-) 4.316 11869 0 51227
gbp(+) 5.558 58631.69 325875 0
chf(-) 4.3412 5317.97 0 23086
325875 132973 192902

data eur usd gbp chf rEUR

8.11 4.7615 4.3137 5.527 4.3304 0
11.11 4.7627 4.3164 5.5297 4.3386 0.0002519897
12.11 4.7619 4.3202 5.5448 4.341 -0.000167986
13.11 4.7635 4.3251 5.5596 4.3682 0.0003359439
14.11 4.7669 4.3343 5.574 4.3832 0.0007135063
15.11 4.7667 4.3224 5.5647 4.3685 -4.19569E-05
18.11 4.7729 4.3159 5.5938 4.3586 0.001299845
19.11 4.7759 4.3145 5.581 4.3522 0.0006283512
20.11 4.7774 4.3172 5.5732 4.3546 0.0003140276
21.11 4.7808 4.3144 5.5623 4.3531 0.0007114311
0.0003019693
media
0.0004045152

eur usd gbp chf

eur 1 -0.0843042128 0.307169115 -0.10920505
usd -0.0843042128 1 0.093504558 2.514281832
gbp 0.3071691153 0.0935045578 1 0.998260084
chf -0.1092050475 2.514281832 0.998260084 1

VaR euro -0.6071752315 -3.0247688591 19.23583413 -1.50428541

VaR usd -3.0247688591
VaR gbp 19.2358341318
VaR chf -1.5042854109

VaRzip 328.3416931167

VaRp 1038.3076010447
 rUSD rGBP
eur usd 0 eur-gbp 0
2.4979654E-09 -3.046214E-08 0.000625717 3.714792E-07 1.094551E-08 0.000488392
2.2085806E-07 -4.059239E-07 0.000879976 7.4606393E-07 -9.491201E-07 0.002726987
1.1542722E-09 0.000000038 0.001133564 1.2484441E-06 6.6529725E-08 0.002665612
1.6936267E-07 8.6778054E-07 0.0021248593 4.4463343E-06 7.7343222E-07 0.002586766
1.1828522E-07 9.5114278E-07 -0.0027493173 7.64823E-06 8.1759686E-07 -0.00166985
9.9575595E-07 -1.517921E-06 -0.001504926 2.3139036E-06 4.4987986E-06 0.005215767
1.0652515E-07 -1.111855E-07 -0.0003244346 0.000000116 -9.785781E-07 -0.00229087
1.4540251E-10 7.3480238E-09 0.000625601 3.7133783E-07 -2.539438E-08 -0.00139858
1.6765891E-07 -2.722941E-07 -0.0006487789 4.4223162E-07 -1.091254E-06 -0.0019577
0.0004450023 1.6226052E-05 0.0014025403 0.000707391
volatilitate -5.26171E-08 media volat 0.000000347 media

eur-usd eur-gbp eur-chf

-0.0843042128 0.3071691153 -0.10920505

5.7207552381 -4.957140743 17.264830898 10.159265194

 rCHF
eur chf 0 usd gbp usd chf
0.000000048 -6.551706E-08 0.001891799 1.7183924E-06 -1.4830901E-08 0.000000799
4.0787685E-06 1.3113345E-08 0.000553021 7.7859882E-10 1.9382511E-07 -2.410155E-08
3.834628E-06 1.9247838E-07 0.006246289 3.2096353E-05 2.4311047E-07 6.3301267E-06
0.000003532 1.1716877E-06 0.003428026 0.000008106 4.4032359E-07 6.0034941E-06
5.6512944E-06 1.3551637E-06 -0.00335935 1.5525765E-05 7.3048605E-07 0.000010897
2.0325451E-05 -2.843667E-06 -0.0022688 8.1209049E-06 -0.000000762 4.3348577E-06
8.9895674E-06 -6.69202E-07 -0.00146944 0.000004204 1.134877E-07 6.9847852E-07
4.4350993E-06 -3.572996E-10 0.000551293 8.7799724E-10 -1.4259154E-07 -1.80564E-08
7.1027285E-06 -3.789351E-07 -0.00034452 8.5645204E-07 1.9692234E-07 6.1542683E-07
0.0025385374 0.000580924 0.0028013788 3.3291372E-07 9.8787309E-06
volat -1.361372E-07 media volat

usd-gbp usd-chf gbp-chf

0.0935045578 2.514281832 0.9982600838
gbp chf
-2.8708067E-07
-5.6353565E-08
0.000011094
5.3507719E-06
0.000009367
-1.2847609E-05
6.1475282E-06
6.2401963E-08
2.4664035E-06
0.000007099