Spreadsheet: vkaminski__40982__CapitalTemplate1
Sheet: outputs

No. of Scalars |  | 3
No. of Simulations/Scenario |  | 10000
 | Cap Required Percentile
Rating |  | Capital Required | VAR | Volume Scalar | Capital. Required/VAR
AAA | 0.99 | 0 | 11570105.02393445 | 1 | 0
AAA | 0.99 | 0 | 22965873.71327627 | 2 | 0
AAA | 0.99 | 0 | 33752772.7526427 | 3 | 0
AA+ | 0.99 | 0 | 11460462.87718959 | 1 | 0
AA+ | 0.99 | 0 | 23038879.80791241 | 2 | 0
AA+ | 0.99 | 0 | 34701280.26851384 | 3 | 0
AA | 0.97 | 2136031.437572603 | 11366812.10261931 | 1 | 0.1879182499252885
AA | 0.97 | 4342519.197476639 | 23182441.60214799 | 2 | 0.1873193200260471
AA | 0.97 | 6614377.605883133 | 34717312.91615522 | 3 | 0.1905210124365982
AA- | 0.97 | 2157648.757781858 | 11431861.04149599 | 1 | 0.1887399391867197
AA- | 0.97 | 4422440.257148647 | 23084542.90076433 | 2 | 0.1915758209352744
AA- | 0.97 | 6527973.347133706 | 34062931.6436196 | 3 | 0.1916444954125759
A+ | 0.97 | 2158769.041301363 | 11397084.63493112 | 1 | 0.1894141449705457
A+ | 0.97 | 4326797.332109032 | 22881192.49136506 | 2 | 0.1890984193119732
A+ | 0.97 | 6590645.933273528 | 34060274.1610208 | 3 | 0.193499497452567
A | 0.95 | 3810239.3575125 | 11429225.273261 | 1 | 0.3333768708184732
A | 0.95 | 7645912.584093005 | 23305505.17249464 | 2 | 0.3280732396688818
A | 0.95 | 11626791.05196431 | 34423703.05503778 | 3 | 0.3377553842287458
A- | 0.95 | 3890404.271459013 | 11179006.47811017 | 1 | 0.3480098413970946
A- | 0.95 | 7651358.933091331 | 23249373.7095868 | 2 | 0.3290995718264622
A- | 0.95 | 11743976.79351105 | 34438010.30880061 | 3 | 0.3410178662521562
BBB+ | 0.9 | 4612208.597915548 | 11597341.43962532 | 1 | 0.3976953357704011
BBB+ | 0.9 | 9260603.205673043 | 22833913.64189465 | 2 | 0.4055635556333866
BBB+ | 0.9 | 13285969.21954544 | 34537632.63699003 | 3 | 0.3846809466980553
BBB | 0.9 | 4638240.371082704 | 11684433.95706806 | 1 | 0.396958927414475
BBB | 0.9 | 9257457.6952045 | 22639221.84995121 | 2 | 0.4089123626474626
BBB | 0.9 | 13902304.18048231 | 33882067.81571779 | 3 | 0.4103145137438168
BBB- | 0.85 | 5044850.329762416 | 11646551.57541457 | 1 | 0.4331625801038469
BBB- | 0.85 | 10099761.06273818 | 22905936.63134731 | 2 | 0.440923295355333
BBB- | 0.85 | 15091156.13361076 | 34356699.28661407 | 3 | 0.4392493006290217
BB+ | 0.82 | 5665727.770711018 | 11332995.04626437 | 1 | 0.4999320786369341
BB+ | 0.82 | 11047561.67467843 | 23049004.30590375 | 2 | 0.4793075452634969
BB+ | 0.82 | 16800491.41967422 | 34215697.46350465 | 3 | 0.4910170671676343
BB | 0.8 | 6290187.9077267 | 11522892.03742863 | 1 | 0.5458862139157721
BB | 0.8 | 12549472.18571232 | 23214022.18421206 | 2 | 0.5405987849099758
BB | 0.8 | 18877250.64270883 | 34133466.53633136 | 3 | 0.5530422942117744
BB- | 0.78 | 6549645.865032585 | 11634128.50040102 | 1 | 0.5629683276018934
BB- | 0.78 | 13262712.70168116 | 23086462.85329343 | 2 | 0.5744800659115132
BB- | 0.78 | 19792521.88063522 | 34246772.57047487 | 3 | 0.5779383105326873
[NAME] | 0.75 | 6739474.203273576 | 11067895.50507281 | 1 | 0.6089210184649598
[NAME] | 0.75 | 13440939.28065639 | 23382933.25605427 | 2 | 0.5748183571930096
[NAME] | 0.75 | 20147572.89608703 | 33831300.14555154 | 3 | 0.5955305533440065
B | 0.75 | 6719181.855139138 | 11368885.73840228 | 1 | 0.5910149868411215
B | 0.75 | 13691239.81731353 | 22601186.99616312 | 2 | 0.6057752550597117
B | 0.75 | 20184737.09438474 | 34017832.33529855 | 3 | 0.5933575336421641
B- | 0.73 | 6872703.107512637 | 11432128.17107082 | 1 | 0.6011744274214843
B- | 0.73 | 14282527.58862593 | 22758026.514366 | 2 | 0.6275819908878006
B- | 0.73 | 20760700.70483319 | 34710309.57677774 | 3 | 0.5981133835424771
CCC | 0.7 | 6615918.632875434 | 11489356.68719309 | 1 | 0.5758302064198648
CCC | 0.7 | 13427246.15049547 | 22974077.75970107 | 2 | 0.5844520198321003
CCC | 0.7 | 20046805.22529249 | 34638900.51553932 | 3 | 0.5787367649340209
CC | 0.68 | 6231257.613763467 | 11383109.90601808 | 1 | 0.5474125845358265
CC | 0.68 | 11646762.50666676 | 22646954.20818928 | 2 | 0.5142750057932199
CC | 0.68 | 18191260.98944457 | 34786603.00933269 | 3 | 0.5229387009853147
D | 0.65 | 5511077.116654303 | 11286260.63004364 | 1 | 0.4882996501015735
D | 0.65 | 10932909.78445202 | 23095249.49016665 | 2 | 0.473383489061663
D | 0.65 | 16565822.26396391 | 34699895.04245602 | 3 | 0.4774026619863706