How to Calculate Value at Risk (VaR) for Financial Portfolios

Learn how to calculate Value at Risk (VaR) to effectively assess financial risks in portfolios, using historical, variance-covariance, and Monte Carlo methods.

New backtests for improved expectile risk forecasts evaluation

Expectiles are a coherent and elicitable alternative to commonly used market risk measures, but practical backtesting tools ...
Risk

November VAR breach keeps Barclays in amber zone

Barclays’ regulatory value-at-risk model remains on amber status after recording another hypothetical backtesting exception in Q4 2025, leaving the rolling 12-month total at five for the second ...
Business Wire

Kyriba Launches Portfolio VaR Analysis to Tackle Currency Risk

SAN DIEGO--(BUSINESS WIRE)--Kyriba, (“the Company”), a global leader of cloud-based finance and IT solutions, today announced the launch of Kyriba FX with correlated value at risk (VaR) analysis to ...