Explore RiskMetrics, a key method for assessing Value at Risk (VaR) in portfolios, and its significance in market risk analysis and investment decision-making.
Downside risk refers to the potential for an investment to decrease in value. Unlike general risk, which considers both upward and downward price movements, downside risk focuses solely on the ...
DTCC has launched a new public-facing Value at Risk (VaR) calculator to help increase transparency for market participants. The calculator enables participants to evaluate potential margin and ...
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.
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