Incremental VaR: Difference between revisions
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imported>Doug Williamson (Add links.) |
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''Risk management''. | ''Risk management''. | ||
A measure of the Value at Risk (VaR) impact on a portfolio of adding or removing a position. | A measure of the Value at Risk (VaR) impact on a portfolio of adding or removing a position. | ||
== See also == | == See also == | ||
* [[Incremental]] | |||
* [[Portfolio]] | |||
* [[Position]] | |||
* [[Risk management]] | |||
* [[Value at risk]] | * [[Value at risk]] | ||
[[Category:Risk_frameworks]] | |||
Latest revision as of 14:44, 21 December 2020
Risk management.
A measure of the Value at Risk (VaR) impact on a portfolio of adding or removing a position.
