Marginal VAR Calculator

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

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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 = ?