entity · derived
Value at risk
Derived node: assembled mechanically from the claims carrying value-at-risk. A roster, not an adjudicated definition.
Every claim under this term
- 2714974-027 : Alternative risk measures such as value at risk have severe measurement problems, so any direct regulation of leverage would be set conservatively and would substantially limit hedge funds' ability to
- 2998097-006 : Stress tests, Value at Risk, and Monte Carlo scenarios imposed on financial intermediaries that lend to private investment funds necessarily rely on historical data, so they are of limited value as in
- 3396542-027 : Because each underwriter sizes capital against the risk of that underwriter's overall portfolio, and underwriting can be diversifying for a non traditional participant, the sum of the underwriters' in