Silver price return distribution for risk - 8 year history

Value at Risk EXCEL Guide

2 mins read Calculating Value at Risk Excel Our second  course on Risk Management takes a deeper look at the calculation and the

VaR Methods – Calculating Value at Risk

4 mins read All methods have a common base but then diverge in how they actually calculate Value at Risk (VaR). They also have a common problem in assuming that the future will follow the past. This shortcoming is normally addressed by supplementing any VAR figures with appropriate sensitivity analysis and/or stress testing. In general the VAR calculation follows five steps