Risk management in organizations traditionally resides within the finance function, due to its inherent focus on financial impact on the organization. However, most organizations do not assess the supply chain risk separately. In recent years, supply chain risk management (SCRM) has become the focus area for finance executives responsible for Enterprise Risk Management. Hence, there is a need to establish a common language to monetize the supply chain risk. Value at Risk (VaR) is a popular risk metric widely used by the finance industry to understand the risk exposure of a trading portfolio based on historic volatility.