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If a company is concerned about disclosing proprietary trading positions, what alternatives to disclosing the period-end VAR amounts are available?

April 26, 2017Alternatives amounts COMPANY concerned disclosing positions proprietary trading var

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If a company is concerned about disclosing proprietary trading positions, what alternatives to disclosing the period-end VAR amounts are available?

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Answer Companies may report the average amount and high and low amounts for the reporting period instead of period end amounts. Companies using this alternative should measure VAR analysis amounts at least quarterly.