Value at Risk (VaR) and J.P. Morgan have long been intertwined. The bank pioneered this risk model that purports to show how much money a bank stands to lose on any given day. Proponents argue VaR is ...

"Most of the technology that we are going to use over the next three years is already sitting here, so it's a matter of which technology companies can productize their innovation to allow people to ...

LCH EquityClear SA has gone live with its new Value at Risk (VaR) margin framework for cash equities. The new methodology has been applied across all unsettled cash equity positions on EquityClear SA ...

The two clearinghouses’ new risk models will utilise an enhanced Value at Risk (VaR) methodology across the debt markets that they clear. LCH RepoClear and Euronext have concurrently launched Value at ...

Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of technology and data, and home to the largest and most liquid markets in the world to trade and clear energy derivatives, today ...