A loss limit is a threshold on the realised plus marked-to-market loss of a strategy, desk or firm over a period (a day, usually), beyond which the loss triggers a kill action at that level.
Quantitative Finance · शब्दावली
Quantitative Finance · शब्दावली
A loss limit is a threshold on the realised plus marked-to-market loss of a strategy, desk or firm over a period (a day, usually), beyond which the loss triggers a kill action at that level.