VaR Insights | Sumble

What is VaR?

Value at Risk (VaR) is a statistical measure used in finance to estimate the maximum potential loss of an investment or portfolio over a specific time period and at a given confidence level. It's commonly used by financial institutions and risk managers to assess and manage financial risk.

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What other technologies are related to VaR?

VaR Complementary Technologies

SVaR

SVaR (Stressed Value at Risk) is a specific type of VaR that is used under certain risk regimes. As VaR is a model it is complementary.

mentioned alongside VaR in 100% (78) of relevant job posts

stress testing

Stress testing is a risk management technique used to evaluate the potential impact of extreme scenarios on a portfolio. It is often used in conjunction with VaR to provide a more comprehensive view of risk.

mentioned alongside VaR in 12% (114) of relevant job posts

Murex

Murex is a trading and risk management platform that can implement VaR models. It provides tools and infrastructure for calculating and managing VaR, making it a complementary technology.

mentioned alongside VaR in 2% (187) of relevant job posts