Value at Risk (VaR): Parametric Method Explained

แชร์
ฝัง
  • เผยแพร่เมื่อ 30 พ.ย. 2024

ความคิดเห็น • 3

  • @RyanOConnellCFA
    @RyanOConnellCFA  หลายเดือนก่อน +1

    🔑 Join this channel to get access to perks & support my work:
    th-cam.com/channels/Akyj2N9kd0HtKhCrejsYWQ.htmljoin
    Learn to calculate VaR with the Parametric Method in Excel here: th-cam.com/video/y4AOyA28d0M/w-d-xo.html
    Learn to calculate VaR with the Parametric Method in Python here: th-cam.com/video/n8N1KK_1T50/w-d-xo.html

  • @glimpseoffutureindia386
    @glimpseoffutureindia386 หลายเดือนก่อน +1

    How did you get z score. Isn't it 1.96 for normal distribution.

    • @RyanOConnellCFA
      @RyanOConnellCFA  หลายเดือนก่อน +4

      Hey there, I believe you are think about a two tailed test. VaR is just a 1 tailed test as we only care about the loss side of the distribution. (left tail only). So the Z-score for a one tailed test at the 95% confidence interval is 1.65