| 22.07.2011 Other Voices: Uncovering hidden insights from your VAR engine data |
| The following post was written by John Doran, Principal, SunGard Global Services’ Energy Practice.
Value at Risk (VaR) is a popular metric used in risk management. While it gained popularity in the 1980s after the market crash of 1987, today it is being scrutinized after the market crash of 2008 due to extreme tail events that were not properly identified or mitigated. Visibility into the |