Course Details
Price
- Non Print version – $4.99
- Print version – $7.99
- EXCEL Example – $9.79
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| Course Title |
Buy Print or Non Print Version |
| Calculating Value at Risk Includes case study | |
| Calculating Value at Risk EXCEL Example |
Course Contents
1. Introduction
2. VaR Methods
- a. Variance Covariance Approach
b. Historical Simulation Method
c. Monte Carlo Simulation
d. Quick Review
e. Implementing VaR
3. Methodology
- a. Setting the Scene
b. Preliminary steps
c. VaR Approach Specific Steps
d. Scaling of the daily VaR
4. Caveats, Qualifications, Limitations and Issues
5. Case Study – Risk for the Oil and Petrochemical Industry
- a. A Framework for Risk Management
b. Risk Policy
c. Good Data and a First Look at Models
d. Models and Tools
e. Metrics and Sensitivities
f. Limits and Control Process
g. Conclusion
Number of pages
30
File Size
1.5 MB