CCRO: Value at Risk Methodology and Model

Welcome to the CCRO Survey on VaR Methodology and Model

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Statement of Purpose

This survey benchmarks current practices in commodity market risk management related specifically to the use of and calculation of Value at Risk (VaR). It focuses on organizational deployment, modeling approaches, data inputs, and governance of VaR.

Aggregated responses will be shared anonymously to support peer comparison and industry benchmarking.

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IV. Final Questions
17. Is there anything else you would like to add or clarify?
18. Would you be interested in participating in a follow-up discussion or roundtable on VaR best practices?*

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The CCRO Survey on VaR Methodology and Model has been completed! Thank you for your participation.

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