What is Market Risk For A Bank ?
Market Risk – is the risk that the value of your portfolio decreases based on market factors such as interest rate, equity , fx and commodity etc. Detailed explanation provided here . Value At Risk ( VAR ) – is a measurement of Market Risk . VAR can be at the firm level or at a portfolio level. VAR – is the probability that you may lose a set % of money over a given time period. You can read…