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 ...

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.

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 ...

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.

“We’re seeing a growing number of hedge fund managers look at stress testing, in addition to VaR [value at risk], as part of their risk management,” says Lance Smith, CEO of Imagine Software, a ...

The Basel Committee on Banking Supervision has been revising its market risk framework since 2012. The result of its ‘fundamental review of the trading book’ (FRTB , BCBS 219) is expected to be ...

HOUSTON--(BUSINESS WIRE)--Feb. 28, 2006--Building on its best-of-class capabilities in managing the physical side of energy commodity operations -- deal capture, scheduling, inventory management, ...