Calculating Value at Risk – Approach Specific Steps
5 mins read Calculating Variance-Covariance (VCV) Value at Risk (VaR) This method assumes that the daily returns follow a normal distribution. From the
Calculating Value at Risk – Data & Return Series
4 mins read Methodology Setting the Scene Sample Portfolio Our sample portfolio that we will use for calculating Value at Risk (VaR) consists
Value at Risk Calculation – Introduction
2 mins read One of the most pertinent questions in risk management has been: How much do you stand to lose, over a