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 ...

Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Gordon Scott has been an active investor and technical analyst or 20+ years.

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 ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

VaR – a fantastically complex mathematical model for measuring the risk in various portfolios - has received some bad press of late. Many have argued that the recent financial crisis was ultimately a ...