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.
Bloomberg L.P.

Marshall Wace Selects Bloomberg’s Multi-Asset Class Fundamental Risk Models to Enhance Quantitative Investment Strategies

NEW YORK – Tuesday December 2, 2025 – Bloomberg today announced that Marshall Wace, a leading global liquid alternatives manager with $70BN+ in assets, has adopted Bloomberg’s Multi-Asset Class ...
Forbes

When Perfect Risk Models Fail: The Human Factor

Risk models at Credit Suisse had flagged the dangers before their $5.5 billion Archegos loss. Silicon Valley Bank's risk metrics showed clear warnings before their collapse. In both cases, ...
Finextra

Navigating Model Risk Management Regulation On A Global Scale

Regulators around the world differ in their approach to model risk management (MRM) regulation – including their definitions of what a model is. While some are more prescriptive, others such as the UK ...
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 ...
Forbes

The Costs Of Flawed Flood Risk Models Hit Poor Communities Hardest

Forbes contributors publish independent expert analyses and insights. Monica Sanders covers climate justice and sustainability from the DMV. As climate change accelerates, so does the need for ...