Incremental VaR: Difference between revisions
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imported>Administrator (CSV import) |
imported>Doug Williamson m (Spacing 27/8/13) |
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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 == | ||
* [[Value at risk]] | * [[Value at risk]] | ||
Revision as of 08:23, 27 August 2013
Risk management.
A measure of the Value at Risk (VaR) impact on a portfolio of adding or removing a position.
