How to Calculate Value at Risk (VaR) for Financial Portfolios

Learn how to calculate Value at Risk (VaR) to effectively assess financial risks in portfolios, using historical, variance-covariance, and Monte Carlo methods.

VAR at-risk of becoming 'too microscopic' - UEFA referee chief

VAR is at risk of becoming too "microscopic" in over-analysing subjective decisions, UEFA's referees' chief has said.

South Korea VaR shock was a disaster for long/shorts

KOSPI saw historic 12% drop then 10% rebound as VaR shocks forced crowded-trade unwinds, hitting gold and shorts.
Business Wire

Kyriba Launches Portfolio VaR Analysis to Tackle Currency Risk

SAN DIEGO--(BUSINESS WIRE)--Kyriba, (“the Company”), a global leader of cloud-based finance and IT solutions, today announced the launch of Kyriba FX with correlated value at risk (VaR) analysis to ...
The TRADE

LCH EquityClear goes live with cash equities VaR margin model

LCH EquityClear SA has gone live with its new Value at Risk (VaR) margin framework for cash equities. The new methodology has been applied across all unsettled cash equity positions on EquityClear SA ...