Value at Risk Methodology & Application Survey
This survey benchmarks current practices in commodity market risk management related specifically to the use of and calculation of Value at Risk (VaR). It focuses on organizational deployment, modeling approaches, data inputs, and governance of VaR.
Responses will be shared anonymously to support peer comparison and industry benchmarking.
Part A) VaR Business Applications & Governance
The following questions delve into a high-level view of how you currently use VaR as a tool for management decision-making and for risk control.
Part B) VaR Methodology
The following questions relate to your company’s current VaR modeling and quantitative methods. Respondents should be deeply familiar with the internal VaR model(s) from a maintenance or development perspective. Please do consult internal quantitative teams as needed.