VaR Decomposition
Also called: marginal-var, component-var, incremental-var, diversified-var, undiversified-var
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.