Learn how Value at Risk (VaR) predicts possible investment losses and explore three key methods for calculating VaR: historical, variance-covariance, and Monte Carlo.

The equity component of regulatory value-at-risk at the largest US banks is close to its highest level in four years, reflecting a powerful but increasingly fragile stock market rally. Quarterly ...

The impact of climate change is being felt more than ever across different sectors and regions. The financial implications arising from it have been acknowledged by regulatory bodies and governments ...

Strengthen transparency with sophisticated risk tools and aggregate exposure across markets, asset classes, regions, and accounts, all in real-time with Nasdaq’s SaaS-deployed, cloud-native Risk ...