10-13 Daily earnings at risk is defined as the dollar value of a position times price sensitivity.

Name: 10-13 Daily earnings at risk is defined as the dollar value of a position times price sensitivity.
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Daily earnings at risk (DEAR) is typically defined as the potential loss in earnings due to adverse market movements, often calculated using value at risk (VaR) models, not just the dollar value times price sensitivity.

10-13 Daily Earnings at Risk Is Defined as the Dollar