Value at Risk or VaR, a tool to master market risk, explained in clear terms with Excel model.
Автор: Stachanov Holding B.V.
Загружено: 2020-04-02
Просмотров: 45157
Value at Risk or VaR is a risk management tool banks use to manage their exposure to market risk. In the video we explain what VaR is and how you can calculate VaR yourself using historical price data. We show how to calculate Value at Risk with the help of a clear Excel example. The example follows the historical method using Yahoo finance data.
Good luck! André Koch
Stachanov Solutions & Services
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