All About Value at Risk(VaR) | FRM Part 1 2023| Historical Simulation, Delta Normal, Monte Carlo VaR
Hello candidates,
Welcome in All About Value at Risk(VaR) | FRM Part 1 2023| Historical Simulation, Delta Normal, Monte Carlo VaR.
In this video we are talking about all about value at risk which is important in FRM Part 1, 2023 curriculum. FRM is a difficult exam and here in this video, we will taking one concept of FRM Part 1 Exam, which is Value at Risk (VaR).
We have talked about the limitations and interpretations of value at risk. We are also talking about the historical simulation method. Delta normal method, and Monte Carlo approach to calculate the value at risk.
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