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 ...

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 ...

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 two clearinghouses’ new risk models will utilise an enhanced Value at Risk (VaR) methodology across the debt markets that they clear. LCH RepoClear and Euronext have concurrently launched Value at ...

CHICAGO & NEW YORK--(BUSINESS WIRE)--Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of data, technology, and market infrastructure, today announced the first phase of its ...

Performance measures must align with portfolio use and features. Avoid Sharpe and similar ratios due to flaws; consider alternatives like trimmed alpha, median returns, and value at risk. CAGR is ...

Can we just rely on the output when it is based on a range of assumptions and underlying relationships, which can and do change? When we are told that returns are expected to be within a certain range ...

Calculates a standard and filtered historical VaR for Commodity Exchange Traded Derivatives and FX for use end-of-day and intra-day with a detailed breakdown of results and analysis of risk drivers ...