MCRR

AcronymDefinition
MCRRMedical Care Research and Review
MCRRMidwest Central Railroad (Mount Pleasant, IA)
MCRRMichigan Central Railroad
MCRRMachine Check Recording and Recovery
MCRRMarine Corps Recruiting Ribbon (US DoD)
MCRRMovement Control and Readiness Reporting
MCRRMain Cardiovascular-Respiratory Rhythm (neurophysiology)
References in periodicals archive ?
The extension here is that MCRRs are estimated for futures contracts that have not been applied for this type of analysis and that the null hypothesis that ARCH-type models overestimate VaR is tested.
Thus, a hypothetical portfolio of interest rate futures is considered and MCRRs will be estimated.
The MCRRs of the short position can be interpreted as an upper threshold for interest rate.
From the interest rate simulations the maximum and minimum values were taken in order to have the MCRRs for the short and long positions respectively.
This is because unnecessary amounts of capital must be set aside in order to meet MCRRs.