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Is VAR required to depict the market risk exposure existing as of the end of the year?

April 26, 2017depict existing exposure market risk var year

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Is VAR required to depict the market risk exposure existing as of the end of the year?

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Answer Companies may express the potential loss in future earnings, fair values, or cash flows of market risk sensitive instruments as of year end. Alternatively, companies may report the average, high and low amounts for the year. Companies using this alternative must determine VAR amounts at least quarterly.