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S Harish Chandan SEBI REGISTERED RESEARCH ANALYST

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Value at Risk (VaR)

A statistical risk management metric estimating the maximum potential loss of an investment portfolio over a timeframe.

A statistical risk management metric estimating the maximum potential loss of an investment portfolio over a timeframe.

Indian market example

Risk managers at Indian brokerages calculate daily VaR metrics to set margin requirements for derivative desks.

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S Harish ChandanSEBI Registered Research Analyst

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