MM_RISKMEASURESLIST function

Returns a range that contains all supported risk measures.

Written By Nikolas Ethoré (Super Administrator)

Updated at November 29th, 2021

Description

Returns a range that contains all supported risk measures. 

Syntax

=MM_RISKMEASURESLIST()

No parameters.

Remarks

  • The output values are the names of risk measures meant to be used in the MM_RM function of DCforExcel. See the MM_RM function article. 

  • The risk measures or indicators can also be found and defined in the administration (if you have the rights to access indicators). In that case, the indicators are defined for the entire company and are visible for table results and exports of results. See the article about indicators

  • Notice that the function MM_GETRANGE will automatically appear in your table. This function is used as an intermediate step by some functions from the add-in. It has no other purpose.

Example

Formula in cell A2: =MM_RISKMEASURESLIST()
Returns the above list of risk measures. 

The abbreviations stand for: 

  • Mean := mean,

  • StdDev := standard deviation,

  • VaR := value at risk,

  • TVaR := tail value at risk,

  • RuinProb := probability of ruin.