Articles tagged “VAR”
2 articles.
- VAR + ELM intraday margin on Zerodha
VAR + ELM is the margin framework for equity intraday (cash segment) on Zerodha. VAR (Value at Risk) is the volatility-based component; ELM is the tail buffer. …
- Exchange margin types (SPAN, ELM, Adhoc, VAR)
The four main exchange margin types in India: SPAN (Standard Portfolio Analysis of Risk), ELM (Extreme Loss Margin), Adhoc margin, and VAR (Value at Risk). …