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VAR Margin

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(Querist)
26 May 2009 What is VAR Margin? can anybody explain it with detail?
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CS Vandana Kacholia

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CS Vandana Kacholia (Expert)
28 May 2009 VaR Margin: Its one of risk management measures in order to maintain the safety of the market and to avert defaults by the BSE Members in meeting their payment and delivery obligations. Value at risk margin is to cover potential losses for 99% of the days.

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Vandana
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