Marginal VaR measures the risk added by new investments in a portfolio. Learn its definition, how it works, calculation, and impact on overall risk management.

When it comes to managing a portfolio with hundreds of millions or billions of dollars, it’s important to have a firm handle on risk. Specifically, fund managers need to calculate the Value at Risk ...

Amidst the current market turmoil due to the COVID-19 pandemic, it is timely to examine the performance of different Value-at-Risk (VaR) models over the long-term and in previous times of crisis.

Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Somer G. Anderson is CPA, doctor of accounting, and an accounting and finance ...

Wall Street banks are continuing to use a widely discredited measure of risk, which could prove to be a “very treacherous guide to the future,” according to the author of a new book on the financial ...

SAN DIEGO--(BUSINESS WIRE)--Kyriba, (“the Company”), a global leader of cloud-based finance and IT solutions, today announced the launch of Kyriba FX with correlated value at risk (VaR) analysis to ...

The two clearinghouses’ new risk models will utilise an enhanced Value at Risk (VaR) methodology across the debt markets that they clear. LCH RepoClear and Euronext have concurrently launched Value at ...

The equity component of regulatory value-at-risk at the largest US banks is close to its highest level in four years, reflecting a powerful but increasingly fragile stock market rally. Quarterly ...