Tag Archives: Normal distribution

The variance-covariance method for VaR calculation

Posted on December 17, 2021 by Jayati WALIA

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents the variance-covariance method for VaR calculation. Introduction VaR is typically defined as the maximum loss which should not be exceeded during a specific time … Continue reading →

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Value at Risk

Posted on August 24, 2021 by Jayati WALIA

Value at Risk In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents value at risk. Introduction Risk Management is a fundamental pillar of any financial institution to safeguard the investments and hedge … Continue reading →

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