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Excel VaR Modeling and Backtesting Guide by Business Expert Press is a document available to read on EtoBox.
What is Excel VaR Modeling and Backtesting Guide about?
Despite the use of the value-at-risk (VaR) methodology being widespread in finance, many individuals are not offered the opportunity to understand the methodologies of the various basic VaR models, the model limitations, and how to produce a quick VaR model in Excel. This brief covers a fundamental overview of risk theory, the three most presented VaR model methodologies, historic and parametric VaR equations, and using VaR to help set risk limits and to set allocation of risk capital. The final portion of
- Author
- Business Expert Press
- Language
- EN