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Just a comment on the initial loss distribution in RORB. The list above says “The default Monte Carlo initial loss distribution now matches the values in Table 5.3.13 of Chapter 3, Book 5 of ARR2016”. This isn’t quite right. Table 5.3.13 has an error which has been fixed in RORB. Follow this link for more information.

  • This reply was modified 6 years, 4 months ago by FCRDSru.