2min chapter

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Bits + Bips: Market Chaos, Fed Missteps & Harris' ‘Crypto Reset’ - Ep. 688

Unchained

CHAPTER

Understanding VAR and Market Volatility Impacts

This chapter explores the concepts of Value at Risk (VAR) and VAR shocks, focusing on their significance in risk management for financial institutions. It highlights the potential losses assessed through VAR during volatile market conditions and discusses the phenomenon of mass de-risking that can affect the entire market.

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