Marginal VaR measures the risk added by new investments in a portfolio. Learn its definition, how it works, calculation, and impact on overall risk management.

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 ...

While markets performed well overall in 2021, the year ended on a down note. The unpleasant trend has continued into this year, with all the major indexes flirting with or descending into correction ...