As a risk manager, you are asked to design a system to measure the risk of a

Question:

As a risk manager, you are asked to design a system to measure the risk of a of forward contracts on foreign currencies. The trader insists that he should have intraday VAR measures at the 95 percent confidence level. Which method should you choose?
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...