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 ...

Cyber risk in today's world goes beyond just technical problems. It includes behavioral, financial and strategic factors.

Theme: Big banks around the world are continuing to use Value at Risk (VAR) models to deceive investors into believing that the risk of their trading book is low. This is despite VaR proving to be ...

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.

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 ...

If prudential regulation were a political contest, value-at-risk would be the ultimate maverick – a 30-year survivor that’s repeatedly extended its term crisis after crisis, thanks to its adaptability ...

Why have major regulators set forth stress tests that are a function of a small number of scenarios instead of a best practice Monte Carlo simulation from which the full probability distribution of ...

For a moment there, it felt like the end of history in financial markets. Between the third quarters of 2020 and ’21, the only way was up – for equities – down for interest rates. In this environment, ...

VAR attempts to assess the odds of losing money on a portfolio of, say, shares. There are three key inputs. First, a confidence level nothing about the future is ever known with absolute certainty, ...

Investors and financial regulators are increasingly aware of climate-change risks. So far, most of the attention has fallen on whether controls on carbon emissions will strand the assets of ...