Explore RiskMetrics, a key method for assessing Value at Risk (VaR) in portfolios, and its significance in market risk analysis and investment decision-making.

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 ...

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 ...

In this paper, the authors solve the problem of static portfolio allocation based on historical Value at Risk (VaR) by using Genetic Algorithm (GA). VaR is a predominantly used measure of risk of ...