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 ...

TwoFour Systems, a leading provider of global financial transaction processing systems, today announced the addition of Variance-Covariance Value at Risk (VCV VaR) calculation support in its ...

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 ...