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Understanding value at risk margin and extreme loss margin
short by / on Tuesday, 25 February, 2025
Risk management is crucial in stock trading. Value at Risk (VaR) estimates the maximum potential loss under normal market conditions. Extreme Loss Margin (ELM), a more conservative measure, calculates the margin needed to cover losses during extreme, rare market events like crashes or sudden price swings. Both VaR and ELM help minimize potential losses.