Ryan O'Connell, CFA, FRM explains Value at Risk (VaR) in 5 minutes. He explains how VaR can be calculated using mean and standard deviation. This explanation will be useful for CFA and FRM Candidates. He also explains the following three approaches to calculating Value at Risk (VaR).
Chapters:
0:00 VaR Definition
0:32 VaR Calculation Example
3:00 The Parametric Method (Variance Covariance Method), The Historical Method, and The Monte Carlo Method
📘 FRM Exam Prep Discount - AnalystPrep:
► Get 20% off FRM Part 1 and Part 2 complete courses with promo code "RYAN20". Explore here: analystprep.com/shop/frm-part-1-and-part-2-complete-course-by-analystprep/?ref=mgmymmr
📚 CFA Exam Prep Discount - AnalystPrep:
► Get 20% off CFA Level 1, 2, and 3 complete courses with promo code "RYAN20". Explore here: analystprep.com/shop/all-3-levels-of-the-cfa-exam-complete-course-by-analystprep/?ref=mgmymmr
🎓 Tutor With Me: 1-On-1 Video Call Sessions Available
► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.
Value at Risk Explained in 5 Minutes
Теги
value at riskwhat is value at riskvalue at risk explainedwhat is varvalue at risk calculationvalue at risk varvalue at risk modelvalue at risk portfoliovarvar explainedValue at Risk Explained in 5 Minutesvalue at risk monte carlo simulationvar cfavar frmvalue at risk cfavalue at risk frmvalue at risk mitValue at risk cfa level 2var calculationvalue at risk interview questionsvar value at riskcalculating value at riskvar model