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.
Investopedia

Stress Testing in Value at Risk: Overview and Calculations

Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Somer G. Anderson is CPA, doctor of accounting, and an accounting and finance ...
San Francisco Fed

Stress Tests: Useful Complements to Financial Risk Models

Risk-management practices at financial institutions have undergone a quantitative revolution over the past decade or so. Increasingly, financial firms rely on statistical models to measure and manage ...
Reuters

JPMorgan and other banks tinker with risk models

NEW YORK (Reuters) - In 2011, senior executives at JPMorgan Chase & Co told one of the bank's trading and hedging groups to scale back its riskier positions as new regulations would make these bets ...