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Extension of VaR

what is the difference between incremental VaR and marginal VaR?

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MVaR is IVaR for a very small increment.

Simplify the complicated side; don't complify the simplicated side.

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S2000magician wrote:

MVaR is IVaR for a very small increment.

Thanks S2000, always helpful.

You’re quite welcome.

Simplify the complicated side; don't complify the simplicated side.

Financial Exam Help 123: The place to get help for the CFA® exams
http://financialexamhelp123.com/