Calculating Value at Risk – Now available on the iPad

2 mins read

Calculating Value At RiskBuy Now

After spending the last four months in development, our first multi-touch book, “Calculating Value at Risk – Instructional Guide to VaR” is now available for sale on the iTunes Store!

A first effort of its kind in the world of Risk and Treasury management, the book combines the best of instructional design & practical hands on content with the power of the iPad learning platform. Easily downloadable to your device it brings high quality content with video lessons and self assessment quizzes to risk students in one neat, affordable package.

Calculating Value At Risk 1

Figure 1 Video lessons and text examples side by side

Designed for the iPad using Apple’s iBooks Author, Calculating Value at Risk provides a unique learning experience with instructor led video sessions that walk through detailed calculations using excel spread sheets and templates. Interactive review sections measure your progress and understanding of the course materials.

This instructional guide provides:

  • An introduction to this widely used and misunderstood risk management measurement tool.
  • Step-by-step process for calculating VaR using Variance Covariance (VCV) and Historical Simulation approaches.
  • Caveats, qualifications and limitations pertaining to the use of this metric as a measure of risk.
  • A VaR case-study demonstrating the application of VaR in a non-traditional, market risk oriented application.
  • The use of VaR as a tool to forecast and predict the margin shortfall problem within the oil, gas and petrochemical industry.


Calculating Value At Risk 2

Figure 2 Easy self assessment

Also included in the guide are:

  • 5 video sessions (over 73 minutes of video lectures) that walk through detailed VaR calculations in excel along with an interpretation of the numbers obtained.
  • 5 review sections (MCQs format) to check the your progress and understanding.

Buy Now 1

The multi touch book is being released at an introductory price of US$14.99. It will be available for download on the Apple iTunes store, starting 15th July, 2012.

The next title scheduled for publication on the iPad platform is the Asset Liability Management Guide. Planned date of publication is end of July and the ALM study guide will weigh in at 60 page, 75 minutes of video and 5 self assessment quizzes.  

About the team and authors.

Brought to you by the award winning team behind The content and instructional design is backed by feedback received from 200,000+ visitors to our site and lessons learnt from running 200+ live instructor led workshops for risk and treasury clients in the Middle East and Far East. Uzma Salahuddin, the designer behind the multi touch book is an Indus Valley alumni with a number of earlier design wins on the Alchemy platform.

Jawwad Farid

The two authors, Jawwad Farid and Agnes Paul, are both Fellow Society of Actuaries (FSA) and members of the risk consulting practice at Alchemy Technologies. Their next big effort for the ipad, Working with Asset Liability Management, is scheduled for release in early August 2012.

While not advising customers on risk and treasury challenges, Jawwad Farid teaches Risk Management and Derivative Pricing to Executive MBA students at the SP Jain Campus in Dubai and Singapore.

Alchemy Technologies is a past winner of the P@SHA ICT Award as well as an Asia Pacific ICT Award Finalist for the best Financial Application and e-learning category for the best e-learning application.

Comments are closed.