Finicade
Sign in
Risk & Portfolio

VaR Decomposition

Breaking a portfolio's Value at Risk into where it comes from — which positions add risk (component and marginal VaR) and which offset it. It turns one number into a map of what to hedge.

Where this is taught

Definitions are the trailer. These free levels turn VaR Decomposition into something you play — one bite-size lesson, with worked examples, a quiz and XP.

← All Risk & Portfolio terms & the full glossary