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 ...

The MRR defines market risk as the risk of loss on a position that could result from movements in market price. The MRR establishes regulatory capital requirements and sets out certain key market risk ...

Downside risk refers to the potential for an investment to decrease in value. Unlike general risk, which considers both upward and downward price movements, downside risk focuses solely on the ...

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.

Bloomberg today announced that Jamaica Money Market Brokers (JMMB) has adopted its Multi-Asset Risk System (MARS) solution for market risk. JMMB uses MARS to calculate Value-at-Risk, stressed Value-at ...