Value at Risk Historical Excel Free Calculator
Value at Risk Historical Excel Free Calculator
This file is a model to be used for calculating value-at-risk (VaR) by using historical data to assess the impact of market moves on a portfolio.
With this model you can see the daily Value at Risk for your asset or your portfolio by following the easy instructions on this template.
Historical simulation uses real data, it can capture unexpected events (extreme profit or losses) and correlations that would not necessarily be predicted by a theoretical model.
0.0
0 reviews
0%
0%
0%
0%
0%
What you think about this template ?
