{"text_format":"1","workbook":"xlsx","n_sheets":5,"sheets":["Introduction","LN returns","VarCovar matrix","Gaussian copula","WCDR"],"not_rendered":{"charts":2,"images":1,"macros":1,"external_links":0,"defined_names":11,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Introduction","index":0,"n_rows":9,"n_cols":8,"rows_kept":9,"cut":false,"hidden":false,"merged":[[3,3,3,5]]}
[null,null,null,null,null,null,{"$f":" RIGHT(CELL(\"filename\",A1), LEN(CELL(\"filename\",A1)) - SEARCH(\"]\", CELL(\"filename\",A1)))","v":"Introduction"}]
[null,null,null,null,null,null,"by Hugues Pirotte"]
[]
[null,null,null,"Below is a list of the worksheets\nof the file, by order of appearance:\n(CTRL+h = back to \"Introduction\")",null,null,null,{"$f":"MID(CELL(\"filename\",A1),SEARCH(\"-\",CELL(\"filename\",A1))+7,SEARCH(\".\",CELL(\"filename\",A1))-SEARCH(\"-\",CELL(\"filename\",A1))-7)","v":"Correlations and copulas"}]
[null,null,1,"Introduction"]
[null,null,2,"LN returns"]
[null,null,3,"VarCovar matrix"]
[null,null,4,"Gaussian copula"]
[null,null,5,"WCDR"]

{"sheet":"LN returns","index":1,"n_rows":11,"n_cols":8,"rows_kept":11,"cut":false,"hidden":false,"merged":[]}
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[]
[null,1,"Why LN returns are useful?"]
[null,null,null,null,null,"Standard",null,"LN"]
[null,null,null,null,"Prices","returns",null,"returns"]
[null,null,null,null,100]
[null,null,null,null,150,{"$f":"E7/E6-1","v":0.5},{"$f":"(1+F7)","v":1.5},{"$f":"LN(E7/E6)","v":0.40546510810816438}]
[null,null,null,null,100,{"$f":"E8/E7-1","v":-0.33333333333333337},{"$f":"(1+F8)","v":0.66666666666666663},{"$f":"LN(E8/E7)","v":-0.40546510810816444}]
[null,null,null,null,125,{"$f":"E9/E8-1","v":0.25},{"$f":"(1+F9)","v":1.25},{"$f":"LN(E9/E8)","v":0.22314355131420976}]
[null,null,null,null,100,{"$f":"E10/E9-1","v":-0.19999999999999996},{"$f":"(1+F10)","v":0.8},{"$f":"LN(E10/E9)","v":-0.22314355131420971}]
[null,null,null,null,null,{"$f":"SUM(F7:F10)","v":0.21666666666666667},{"$f":"PRODUCT(G7:G10)-1","v":0},{"$f":"SUM(H7:H10)","v":0}]

{"sheet":"VarCovar matrix","index":2,"n_rows":268,"n_cols":26,"rows_kept":268,"cut":false,"hidden":false,"merged":[]}
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[]
[]
[null,1,null,"Some computations…."]
[null,null,null,null,null,null,null,null,null,null,"RETURNS (ex-post)"]
[null,null,null,null,".SSMI","UBSN","RUKN","ROG","NOV","CSGN"]
[null,null,null,"DATE"," CLOSE"," CLOSE"," CLOSE"," CLOSE"," CLOSE"," CLOSE",".SSMI","UBSN","RUKN","ROG","NOV","CSGN",null,null,".SSMI","UBSN","RUKN","ROG","NOV","CSGN"]
[null,null,null,"1999-04-30",7335.5,86.35,166.55,173.8,54.3,69.05,null,null,null,null,null,null,null,"Std. Dev",{"$f":"STDEV(K$9:K$268)","v":2.9240496211146657E-2},{"$f":"STDEV(L$9:L$268)","v":4.3461423959789545E-2},4.8193708328506057E-2,3.762020247443898E-2,3.4472386965545214E-2,5.5755062544697254E-2,"(weekly)"]
[null,null,null,"1999-05-07",7215.4,84.15,161.4,165.65,55.2,65.150000000000006,{"$f":"LN(E9/E8)","v":-1.6507944853030594E-2},{"$f":"LN(F9/F8)","v":-2.5807883955872475E-2},{"$f":"LN(G9/G8)","v":-3.1409808803840228E-2},{"$f":"LN(H9/H8)","v":-4.8028084085386856E-2},{"$f":"LN(I9/I8)","v":1.6438726343159939E-2},{"$f":"LN(J9/J8)","v":-5.8138576284446894E-2},null,null,{"$f":"S8*SQRT(52)","v":0.21085621681859953},{"$f":"T8*SQRT(52)","v":0.31340478518340076},{"$f":"U8*SQRT(52)","v":0.34752977306636901},{"$f":"V8*SQRT(52)","v":0.27128313802985399},{"$f":"W8*SQRT(52)","v":0.24858391758381948},{"$f":"X8*SQRT(52)","v":0.40205547374321532},"(annual)"]
[null,null,null,"1999-05-14",7071.1,81.599999999999994,154.9,164.95,54.1,62.1,{"$f":"LN(E10/E9)","v":-2.0201575951179541E-2},{"$f":"LN(F10/F9)","v":-3.0771658666753774E-2},{"$f":"LN(G10/G9)","v":-4.1106008413025474E-2},{"$f":"LN(H10/H9)","v":-4.2347310713145309E-3},{"$f":"LN(I10/I9)","v":-2.0128767430613766E-2},{"$f":"LN(J10/J9)","v":-4.7946314631421072E-2}]
[null,null,null,"1999-05-21",7055.2,78.650000000000006,152.25,161.5,55.45,63.7,{"$f":"LN(E11/E10)","v":-2.2511212015176385E-3},{"$f":"LN(F11/F10)","v":-3.6821632465774363E-2},{"$f":"LN(G11/G10)","v":-1.725584083281655E-2},{"$f":"LN(H11/H10)","v":-2.1137255011879109E-2},{"$f":"LN(I11/I10)","v":2.4647527943940185E-2},{"$f":"LN(J11/J10)","v":2.5438573638684694E-2},null,"Correlation",".SSMI","UBSN","RUKN","ROG","NOV","CSGN"]
[null,null,null,"1999-05-28",6787.9,73.650000000000006,144.55000000000001,156.55000000000001,53.9,60.5,{"$f":"LN(E12/E11)","v":-3.862331820815719E-2},{"$f":"LN(F12/F11)","v":-6.5683486595647586E-2},{"$f":"LN(G12/G11)","v":-5.1898438127651249E-2},{"$f":"LN(H12/H11)","v":-3.1129694890296458E-2},{"$f":"LN(I12/I11)","v":-2.8351235881424682E-2},{"$f":"LN(J12/J11)","v":-5.154119754132188E-2},null,".SSMI",{"$f":"CorrelMatrix(K9:P268)","v":1},0.80516150754038673,0.71555208856429253,0.74879241954460751,0.72493952008861851,0.75365350868133707,null,{"$f":"TRANSPOSE(S9:X9)","v":0.21085621681859953}]
[null,null,null,"1999-06-04",7156.4,80.150000000000006,149.15,166.85,56.9,64.7,{"$f":"LN(E13/E12)","v":5.2865445849853976E-2},{"$f":"LN(F13/F12)","v":8.4575736146922681E-2},{"$f":"LN(G13/G12)","v":3.1327042498402499E-2},{"$f":"LN(H13/H12)","v":6.3719757424968229E-2},{"$f":"LN(I13/I12)","v":5.4164863217333846E-2},{"$f":"LN(J13/J12)","v":6.7117836470059214E-2},null,"UBSN",0.80516150754038673,1,0.58198320505717127,0.49738603076794835,0.42986156026986566,0.7565954213768209,null,0.31340478518340076]
[null,null,null,"1999-06-11",7054.6,77.349999999999994,147.4,162.25,56.35,63.9,{"$f":"LN(E14/E13)","v":-1.4327174913856607E-2},{"$f":"LN(F14/F13)","v":-3.555930203648703E-2},{"$f":"LN(G14/G13)","v":-1.1802531205521298E-2},{"$f":"LN(H14/H13)","v":-2.7956849613183586E-2},{"$f":"LN(I14/I13)","v":-9.7131006464999149E-3},{"$f":"LN(J14/J13)","v":-1.2441840123365832E-2},null,"RUKN",0.71555208856429253,0.58198320505717127,1,0.45794177971585515,0.41932169529883112,0.57347555775992021,null,0.34752977306636901]
[null,null,null,"1999-06-18",7189.8,80.650000000000006,150.9,162.80000000000001,57.85,64.150000000000006,{"$f":"LN(E15/E14)","v":1.8983468614714782E-2},{"$f":"LN(F15/F14)","v":4.1778227552142805E-2},{"$f":"LN(G15/G14)","v":2.346738601856704E-2},{"$f":"LN(H15/H14)","v":3.3840979842407154E-3},{"$f":"LN(I15/I14)","v":2.62712131539002E-2},{"$f":"LN(J15/J14)","v":3.9047296781564811E-3},null,"ROG",0.74879241954460751,0.49738603076794835,0.45794177971585515,1,0.52653022951145967,0.48996636178917713,null,0.27128313802985399]
[null,null,null,"1999-06-25",6964,77.150000000000006,148.65,157.5,55.35,62.8,{"$f":"LN(E16/E15)","v":-3.1909333028446278E-2},{"$f":"LN(F16/F15)","v":-4.4367225762048011E-2},{"$f":"LN(G16/G15)","v":-1.5022816329696551E-2},{"$f":"LN(H16/H15)","v":-3.309699530275223E-2},{"$f":"LN(I16/I15)","v":-4.4176794485039673E-2},{"$f":"LN(J16/J15)","v":-2.1269017587492552E-2},null,"NOV",0.72493952008861851,0.42986156026986566,0.41932169529883112,0.52653022951145967,1,0.2975331787296821,null,0.24858391758381948]
[null,null,null,"1999-07-02",7206.2,80.849999999999994,154.55000000000001,159.35,58.3,65.05,{"$f":"LN(E17/E16)","v":3.4187744683709331E-2},{"$f":"LN(F17/F16)","v":4.6844007213945819E-2},{"$f":"LN(G17/G16)","v":3.8923119134018594E-2},{"$f":"LN(H17/H16)","v":1.1677582597657535E-2},{"$f":"LN(I17/I16)","v":5.1925434201800839E-2},{"$f":"LN(J17/J16)","v":3.5201131484361312E-2},null,"CSGN",0.75365350868133707,0.7565954213768209,0.57347555775992021,0.48996636178917713,0.2975331787296821,1,null,0.40205547374321532]
[null,null,null,"1999-07-09",7156.1,81,156,159.65,55.3,65.849999999999994,{"$f":"LN(E18/E17)","v":-6.9766267535073716E-3},{"$f":"LN(F18/F17)","v":1.8535686493230564E-3},{"$f":"LN(G18/G17)","v":9.3383386714116709E-3},{"$f":"LN(H18/H17)","v":1.8808782974455789E-3},{"$f":"LN(I18/I17)","v":-5.2829184828157585E-2},{"$f":"LN(J18/J17)","v":1.2223223230775722E-2}]
[null,null,null,"1999-07-16",7077.2,79.099999999999994,153.65,162.05000000000001,53.65,66.650000000000006,{"$f":"LN(E19/E18)","v":-1.1086790579433984E-2},{"$f":"LN(F19/F18)","v":-2.3736279898830592E-2},{"$f":"LN(G19/G18)","v":-1.517871867304333E-2},{"$f":"LN(H19/H18)","v":1.492101042676542E-2},{"$f":"LN(I19/I18)","v":-3.0291439451581654E-2},{"$f":"LN(J19/J18)","v":1.2075618435427763E-2},null,"var-covar",".SSMI","UBSN","RUKN","ROG","NOV","CSGN"]
[null,null,null,"1999-07-23",6802.1,74.150000000000006,145.94999999999999,159.6,52.05,63.9,{"$f":"LN(E20/E19)","v":-3.9646961221408608E-2},{"$f":"LN(F20/F19)","v":-6.4622806189666926E-2},{"$f":"LN(G20/G19)","v":-5.1413191276369966E-2},{"$f":"LN(H20/H19)","v":-1.5234244571848085E-2},{"$f":"LN(I20/I19)","v":-3.0276674015729636E-2},{"$f":"LN(J20/J19)","v":-4.2135685241228682E-2},null,".SSMI",{"$f":"S12*S$9*$Z12","v":4.4460344171052255E-2},{"$f":"T12*T$9*$Z12","v":5.320776756486615E-2},{"$f":"U12*U$9*$Z12","v":5.2434807818891649E-2},{"$f":"V12*V$9*$Z12","v":4.2832226430124312E-2},{"$f":"W12*W$9*$Z12","v":3.7998041624517906E-2},{"$f":"X12*X$9*$Z12","v":6.3891651581060929E-2}]
[null,null,null,"1999-07-30",6887.4,75.75,142.69999999999999,159.75,52.35,64.349999999999994,{"$f":"LN(E21/E20)","v":1.2462267282066826E-2},{"$f":"LN(F21/F20)","v":2.1348375805537282E-2},{"$f":"LN(G21/G20)","v":-2.2519572817333081E-2},{"$f":"LN(H21/H20)","v":9.3940824193588406E-4},{"$f":"LN(I21/I20)","v":5.7471422555680713E-3},{"$f":"LN(J21/J20)","v":7.0175726586465398E-3},null,"UBSN",{"$f":"S13*S$9*$Z13","v":5.3207767564866157E-2},{"$f":"T13*T$9*$Z13","v":9.8222559375853571E-2},{"$f":"U13*U$9*$Z13","v":6.3388152170829562E-2},{"$f":"V13*V$9*$Z13","v":4.2288473387572204E-2},{"$f":"W13*W$9*$Z13","v":3.3489391916925376E-2},{"$f":"X13*X$9*$Z13","v":9.5335645422644E-2}]
[null,null,null,"1999-08-06",6710.5,71.5,136.94999999999999,155.55000000000001,51.95,60.85,{"$f":"LN(E22/E21)","v":-2.6020191461645414E-2},{"$f":"LN(F22/F21)","v":-5.7740994689516566E-2},{"$f":"LN(G22/G21)","v":-4.1128628773703553E-2},{"$f":"LN(H22/H21)","v":-2.6642869913998047E-2},{"$f":"LN(I22/I21)","v":-7.6702197713094094E-3},{"$f":"LN(J22/J21)","v":-5.5925114608599384E-2},null,"RUKN",{"$f":"S14*S$9*$Z14","v":5.2434807818891649E-2},{"$f":"T14*T$9*$Z14","v":6.3388152170829576E-2},{"$f":"U14*U$9*$Z14","v":0.12077694316756195},{"$f":"V14*V$9*$Z14","v":4.3174278119210714E-2},{"$f":"W14*W$9*$Z14","v":3.6225332280577546E-2},{"$f":"X14*X$9*$Z14","v":8.0129587747477707E-2}]
[null,null,null,"1999-08-13",6934.4,71.650000000000006,140.35,165.9,53.4,62.9,{"$f":"LN(E23/E22)","v":3.2821068504179249E-2},{"$f":"LN(F23/F22)","v":2.0957045742189592E-3},{"$f":"LN(G23/G22)","v":2.4523407098804358E-2},{"$f":"LN(H23/H22)","v":6.4417973852752677E-2},{"$f":"LN(I23/I22)","v":2.7529028420912764E-2},{"$f":"LN(J23/J22)","v":3.3134344272858537E-2},null,"ROG",{"$f":"S15*S$9*$Z15","v":4.2832226430124312E-2},{"$f":"T15*T$9*$Z15","v":4.2288473387572204E-2},{"$f":"U15*U$9*$Z15","v":4.3174278119210714E-2},{"$f":"V15*V$9*$Z15","v":7.3594540979324816E-2},{"$f":"W15*W$9*$Z15","v":3.5507421757667808E-2},{"$f":"X15*X$9*$Z15","v":5.3441057634838945E-2}]
[null,null,null,"1999-08-20",7051.5,72,145.94999999999999,170.55,54.6,64.599999999999994,{"$f":"LN(E24/E23)","v":1.6745827790255133E-2},{"$f":"LN(F24/F23)","v":4.8729647418744079E-3},{"$f":"LN(G24/G23)","v":3.9124794492232225E-2},{"$f":"LN(H24/H23)","v":2.7643311668256013E-2},{"$f":"LN(I24/I23)","v":2.2223136784710256E-2},{"$f":"LN(J24/J23)","v":2.6668247082161273E-2},null,"NOV",{"$f":"S16*S$9*$Z16","v":3.7998041624517906E-2},{"$f":"T16*T$9*$Z16","v":3.3489391916925376E-2},{"$f":"U16*U$9*$Z16","v":3.6225332280577539E-2},{"$f":"V16*V$9*$Z16","v":3.5507421757667815E-2},{"$f":"W16*W$9*$Z16","v":6.1793964081319153E-2},{"$f":"X16*X$9*$Z16","v":2.973681214522917E-2}]
[null,null,null,"1999-08-27",7167.7,71.650000000000006,149.05000000000001,173.8,54.1,69.150000000000006,{"$f":"LN(E25/E24)","v":1.6344461968052202E-2},{"$f":"LN(F25/F24)","v":-4.8729647418743255E-3},{"$f":"LN(G25/G24)","v":2.1017722823956902E-2},{"$f":"LN(H25/H24)","v":1.8876703966636935E-2},{"$f":"LN(I25/I24)","v":-9.1996968984234869E-3},{"$f":"LN(J25/J24)","v":6.8063647322211193E-2},null,"CSGN",{"$f":"S17*S$9*$Z17","v":6.3891651581060929E-2},{"$f":"T17*T$9*$Z17","v":9.5335645422644E-2},{"$f":"U17*U$9*$Z17","v":8.0129587747477707E-2},{"$f":"V17*V$9*$Z17","v":5.3441057634838939E-2},{"$f":"W17*W$9*$Z17","v":2.973681214522917E-2},{"$f":"X17*X$9*$Z17","v":0.1616486039668813}]
[null,null,null,"1999-09-03",7137.6,70.400000000000006,150.4,174.15,54.75,67.099999999999994,{"$f":"LN(E26/E25)","v":-4.2082367263467499E-3},{"$f":"LN(F26/F25)","v":-1.7599891110184181E-2},{"$f":"LN(G26/G25)","v":9.0165913916589371E-3},{"$f":"LN(H26/H25)","v":2.0117839807186032E-3},{"$f":"LN(I26/I25)","v":1.1943182844174404E-2},{"$f":"LN(J26/J25)","v":-3.0094014133131328E-2}]
[null,null,null,"1999-09-10",7171.9,69.900000000000006,155.15,177.55,55.1,66.45,{"$f":"LN(E27/E26)","v":4.7940271417144338E-3},{"$f":"LN(F27/F26)","v":-7.1276139242321237E-3},{"$f":"LN(G27/G26)","v":3.1093979378649751E-2},{"$f":"LN(H27/H26)","v":1.9335262577086659E-2},{"$f":"LN(I27/I26)","v":6.372347462258612E-3},{"$f":"LN(J27/J26)","v":-9.7342588183816411E-3}]
[null,null,null,"1999-09-17",7026.6,68.75,155.05000000000001,174.45,53.5,63.9,{"$f":"LN(E28/E27)","v":-2.0467665239568035E-2},{"$f":"LN(F28/F27)","v":-1.6588912693083935E-2},{"$f":"LN(G28/G27)","v":-6.4474534793123055E-4},{"$f":"LN(H28/H27)","v":-1.7614091756313902E-2},{"$f":"LN(I28/I27)","v":-2.9468062256907981E-2},{"$f":"LN(J28/J27)","v":-3.9130423775765318E-2}]
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{"sheet":"Gaussian copula","index":3,"n_rows":30,"n_cols":15,"rows_kept":30,"cut":false,"hidden":false,"merged":[]}
[{"$f":"MID(CELL(\"filename\",A1),SEARCH(\"-\",CELL(\"filename\",A1))+7,SEARCH(\".\",CELL(\"filename\",A1))-SEARCH(\"-\",CELL(\"filename\",A1))-7) & \" > \" & RIGHT(CELL(\"filename\",A1), LEN(CELL(\"filename\",A1)) - SEARCH(\"]\", CELL(\"filename\",A1)))","v":"Correlations and copulas > Gaussian copula"}]
[]
[null,1,"Original distributions"]
[]
[null,null,null,null,"V1","Percentile","U1",null,"V2","Percentile","U2"]
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[]
[]
[null,2,"Computing the bivariate density based on a gaussian copula"]
[]
[null,null,null,"Correlation --->>",0.1,null,"V2"]
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[null,null,null,null,{"$f":"G12","v":1.213339622488518},0.7,{"$f":"bivar($E28,G$20,$E$19)","v":1.8563385031261103E-2},{"$f":"bivar($E28,H$20,$E$19)","v":7.3601310798210473E-2},{"$f":"bivar($E28,I$20,$E$19)","v":0.16448477424749552},{"$f":"bivar($E28,J$20,$E$19)","v":0.29063535122249856},{"$f":"bivar($E28,K$20,$E$19)","v":0.45136811736206711},{"$f":"bivar($E28,L$20,$E$19)","v":0.61051880525520963},{"$f":"bivar($E28,M$20,$E$19)","v":0.73303571959744873},{"$f":"bivar($E28,N$20,$E$19)","v":0.81957814746483892},{"$f":"bivar($E28,O$20,$E$19)","v":0.87078711650824736}]
[null,null,null,null,{"$f":"G13","v":1.6448536269514715},0.8,{"$f":"bivar($E29,G$20,$E$19)","v":1.9420105658113723E-2},{"$f":"bivar($E29,H$20,$E$19)","v":7.736114685346876E-2},{"$f":"bivar($E29,I$20,$E$19)","v":0.17350236014179979},{"$f":"bivar($E29,J$20,$E$19)","v":0.30753998660251708},{"$f":"bivar($E29,K$20,$E$19)","v":0.47910556429595874},{"$f":"bivar($E29,L$20,$E$19)","v":0.64981650503657085},{"$f":"bivar($E29,M$20,$E$19)","v":0.78190194905849442},{"$f":"bivar($E29,N$20,$E$19)","v":0.87570828330411477},{"$f":"bivar($E29,O$20,$E$19)","v":0.93158412626350251}]
[null,null,null,null,{"$f":"G14","v":2.2414027276049464},0.9,{"$f":"bivar($E30,G$20,$E$19)","v":1.9874110514686291E-2},{"$f":"bivar($E30,H$20,$E$19)","v":7.9409340223236272E-2},{"$f":"bivar($E30,I$20,$E$19)","v":0.17851282416560177},{"$f":"bivar($E30,J$20,$E$19)","v":0.31709336547179651},{"$f":"bivar($E30,K$20,$E$19)","v":0.49503630988683633},{"$f":"bivar($E30,L$20,$E$19)","v":0.67270626916784626},{"$f":"bivar($E30,M$20,$E$19)","v":0.81067972013985612},{"$f":"bivar($E30,N$20,$E$19)","v":0.90905561584351724},{"$f":"bivar($E30,O$20,$E$19)","v":0.96794405492832114}]

{"sheet":"WCDR","index":4,"n_rows":17,"n_cols":6,"rows_kept":17,"cut":false,"hidden":false,"merged":[]}
[{"$f":"MID(CELL(\"filename\",A1),SEARCH(\"-\",CELL(\"filename\",A1))+7,SEARCH(\".\",CELL(\"filename\",A1))-SEARCH(\"-\",CELL(\"filename\",A1))-7) & \" > \" & RIGHT(CELL(\"filename\",A1), LEN(CELL(\"filename\",A1)) - SEARCH(\"]\", CELL(\"filename\",A1)))","v":"Correlations and copulas > WCDR"}]
[]
[null,1,"Some original parameters"]
[]
[null,null,null,"Loan amount",100,"million EUR"]
[null,null,null,"Default probability (average)",0.05,"based on Moody's or S&P's Ratings."]
[null,null,null,"Recovery rate",0.4,"typically, the firm is BB, and you see that after one year BB's default by 5%."]
[null,null,null,"Market state",0.95]
[null,null,null,"Normal inverse",{"$f":"NORMINV(E8,0,1)","v":1.6448536269514715}]
[null,null,null,"Correlation (average)",0.999]
[]
[null,2,"Some computations"]
[]
[null,null,null,"WCDR",{"$f":"NORMDIST((NORMINV(E6,0,1)+(SQRT(E10)*E9))/SQRT(1-E10),0,1,TRUE)","v":0.48962311603186537}]
[null,null,null,"Loss",{"$f":"1-E7","v":0.6}]
[null,null,null,"Worst case loss scenario",{"$f":"E5*E14*E15","v":29.37738696191192},"million EUR"]
[null,null,null,"Worst case value scenario",{"$f":"E5-E16","v":70.622613038088076},"million EUR"]