Margin at risk
id:
margin-at-risk-245-12813245
title:
Margin at risk
text:
The Margin-at-Risk (MaR) is a quantity used to manage short-term liquidity risks due to variation of margin requirements, i.e. it is a financial risk occurring when trading commodities. It is similar to the Value-at-Risk (VaR), but instead of simulating EBIT it returns a quantile of the (expected) cash flow distribution. To do so, MaR requires (1) a currency, (2) a confidence level and (3) a holding period.
The idea is that a given portfolio loss will be compensated by a margin call by the same
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Margin_at_risk
date created:
date modified:
2023-04-03T14:16:30Z
main entity:
{"identifier":"Q22906723","url":"https://www.wikidata.org/entity/Q22906723"}
image:
fields total:
13
integrity:
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