VAR calculation using Historical Simulation Method











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Value at Risk (VAR) is one of the most commonly used tools to calculate the risk of a portfolio. Learn how to create a model in Excel to calculate VAR from simulated data series, using the historical simulation method. • Stay tuned for more such market risk models. • To download the Excel Model used in this video, drop your email id in the comments section below, • or Subscribe to our blog here: http://finexhub.wordpress.com • or directly download it from here: https://finexhub.wordpress.com/2019/0... • Don't forget to like, comment and Subscribe to our channel if you enjoyed the video.

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