Value at Risk – All Posts

< 1 min read

  1. The new textbook on risk
  2. Calculate value at risk for Bonds
  3. Calculating Value at Risk (VaR) with or without VCV matrix
  4. Risk Models, Option pricing & Bank Regulation training – 2013 guide
  5. Conditional Value at Risk (CVaR)
  6. Incremental VaR & other VaR metrics
  7. Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
  8. Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
  9. Value at Risk for Swaps
  10. Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
  11. Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
  12. Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
  13. Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
  14. Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
  15. FRM Training: Risk Exposure Estimation. Transcript
  16. Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
  17. Value at Risk EXCEL Example
  18. Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
  19. Calculating Value at Risk – Now available on the iPad
  20. Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
  21. VaR Historical Simulation Approach – EXCEL
  22. Portfolio VaR – Variance Covariance Approach using the Short Cut technique – PROOF!!
  23. Portfolio VaR
  24. Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
  25. Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
  26. Online Quant Crash Course: Pre-course announcement
  27. How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
  28. How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
  29. How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
  30. How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
  31. How to conduct a Principal Component Analysis in EXCEL – Data
  32. Principal Component Analysis – Overview
  33. Building an HJM Model in EXCEL – Determine Prices
  34. Corporate Finance Training Course Guide Road Map
  35. Building an HJM Model in EXCEL – Define calculation cells
  36. Building an HJM Model in EXCEL – Define input cells
  37. CIR Model Parameter Estimation
  38. Interest Rate Forecasting using CIR Model – Introduction
  39. Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
  40. Challenges with Value at Risk
  41. Calculating Value at Risk – Calculation reference
  42. Finance-Calculating Value at Risk – Caveats, qualifications, issues
  43. Value at Risk EXCEL Guide
  44. Calculating Value at Risk – Approach Specific Steps
  45. Calculating Value at Risk – Data & Return Series
  46. VaR Methods – Calculating Value at Risk
  47. Value at Risk Calculation – Introduction