Calculating Value at Risk

This Value at Risk instructional guide provides:


a. An introduction to this risk management measurement tool


b. Step-by-step procedures for calculating VaR under various methodologies such as Variance Covariance & Historical Simulation approaches


c. A case-study demonstrating the application of VaR in a non-traditional, market risk oriented application


Also included are:


d. 5 instructor led video sessions with a total duration of 73 minutes that walk through VaR calculations in EXCEL 


e. 5 MCQ review sections to check the reader’s understanding