Understanding Value at Risk (VaR): Explanation and Calculation Methods

Learn how Value at Risk (VaR) predicts possible investment losses and explore three key methods for calculating VaR: ...
Insurancenewsnet.com

Self-Regulatory Organizations; National Securities Clearing Corporation; Notice of Filing of Advance Notice To Enhance NSCC’s Existing Parametric… – InsuranceNewsNet

NSCC has evaluated a number of possible approaches to enhance its parametric VaR model in order to better accommodate fat-tail risks, and is proposing to apply an approach that is most appropriate for ...
Investopedia

Calculate Value at Risk (VaR) in Excel: A Step-by-Step Guide

Daniel Jassy, CFA, is an Investopedia Academy instructor and the founder of SPYderCRusher Research. He contributes to Excel and Algorithmic Trading. Robert Kelly is managing director of XTS Energy LLC ...
Insurancenewsnet.com

Self-Regulatory Organizations; National Securities Clearing Corporation; Notice of Filing of Advance Notice To Enhance NSCC’s Existing Parametric…

NSCC has evaluated a number of possible approaches to enhance its parametric VaR model in order to better accommodate fat-tail risks, and is proposing to apply an approach that is most appropriate for ...