Value-at-risk (VAR)

European Commodity Clearing Maintains Risk Strategy Amid Market Volatility For participants in the global energy markets, the current geopolitical climate has created a period of heightened sensitivity. As tensions persist …

Clearing Firms Struggle to Explain New VAR-Based Margin Models at CME and ICE Why the Shift to Value-at-Risk Margining Is Causing Headaches The transition from traditional Standard Portfolio Analysis (SPAN) …