Enter the total VAR ($) and the initial value at risk ($) into the Marginal VaR Calculator. The calculator will evaluate the Marginal VaR.

## Marginal VaR Formula

The following two example problems outline the steps and information needed to calculate the Marginal VaR.

MVaR = Tvar - Ivar

Variables:

• MVaR is the Marginal VaR ($) • Tvar is the total VAR ($)
• Ivar is the initial value at risk ($) To calculate the marginal value at risk (VaR), subtract the initial value at risk from the total VaR. ## How to Calculate Marginal VaR? The following steps outline how to calculate the Marginal VaR. 1. First, determine the total VAR ($).
2. Next, determine the initial value at risk ($). 3. Next, gather the formula from above = MVaR = Tvar – Ivar. 4. Finally, calculate the Marginal VaR. 5. After inserting the variables and calculating the result, check your answer with the calculator above. Example Problem : Use the following variables as an example problem to test your knowledge. total VAR ($) = 500

initial value at risk (\$) = 250

MVaR = Tvar – Ivar = ?