Calculating Value at Risk – Calculation reference
2 mins read This formula reference includes the following formula, sections and terms related to calculating Value at Risk
2 mins read This formula reference includes the following formula, sections and terms related to calculating Value at Risk
3 mins read Qualifications to using and Limitations of the Value at Risk (VaR) Metric VaR is dependent on historical data and therefore
5 mins read Calculating Variance-Covariance (VCV) Value at Risk (VaR) This method assumes that the daily returns follow a normal distribution. From the
4 mins read Methodology Setting the Scene Sample Portfolio Our sample portfolio that we will use for calculating Value at Risk (VaR) consists
2 mins read One of the most pertinent questions in risk management has been: How much do you stand to lose, over a
< 1 min read A short six session introduction to a risk management framework for the Oil, Gas and Petrochemical industry focused on managing