Risk limit definition
Examples of Risk limit in a sentence
Builder’s Risk limit of liability shall be equal to the amount of the contract.
This policy sets out a variety of limits, most importantly, thresholds for open positions in the gas and electricity portfolios which also feed a Value at Risk limit.
If Builder’s Risk, limit shall be equal to 100 percent of the contract.
The material limits include Earnings at Risk ("EaR") limits, Duration of Equity ("DoE") limits, net overnight open position limit, investment limits, hedge limits, transaction size limits, counterparty limits, deal size limits, Foreign Exchange Value at Risk limit, daily MTM volatility triggers, and cumulative stop loss triggers.
At BB Seguridade and its subsidiaries, the exposure to this risk arises from the investment portfolio in financial assets.The market risk is managed based in the Financial Investment Policy, that defines which assets may comprise the portfolio and the VaR (Value at Risk) limit, calculated for 21 business days, with the portfolio volatility estimated using the exponentially weighted moving average (EWMA) and 95% confidence level.