Risk Parameter Updates 2022-01-07

We’re leaning towards voting no on this change. There doesn’t seem to be evidence to support the change. As well, the previous forum thread from December 23rd put VaR at $574m, and this thread now puts it at $1.2B.

Perhaps VaR is misunderstood or the wrong statistic to focus on. If you guys could clarify your methodology, that would be helpful.