if possible, could you share publicly available methodological guides/pamphlets or post links to specialised websites which give sufficient detail of the basic assumptions, algorithms and possible user's parametrisations/choices of the VaR models implemented within the most popular capital markets platforms (e.g. Bloomberg, MX3 - Murex, Kondor+, OneSumX)?
More in detail, the main models for which I would like to focus on are the following:
- Kondor+ VaR (KVaR);
- OneSumX VaR.
Thank you in advance for your help. Nicola