Value at Risk (VaR) Calculator
Interactive VaR Calculator
Results
Value at Risk (VaR):
$0.00
Data Source and Methodology
Tutti i calcoli si basano rigorosamente sulle formule e sui dati forniti da fonti accreditate nel campo della gestione del rischio finanziario.
The Formula Explained
VaR = Portfolio Value × Z(Confidence Level) × √(Time Horizon)
Glossary of Variables
- Portfolio Value: The total value of the assets in the portfolio.
- Confidence Level: The probability that the value will not exceed the VaR threshold.
- Time Horizon: The period over which the VaR is calculated.
FAQs
What is Value at Risk (VaR)?
Value at Risk (VaR) is a statistical measure used to assess the level of financial risk within a firm or portfolio over a specific time frame.
How is VaR calculated?
VaR is calculated using historical data, variance-covariance method, or Monte Carlo simulations to predict potential losses.
Formula (LaTeX) + variables + units
This section shows the formulas used by the calculator engine, plus variable definitions and units.
Formula (extracted LaTeX)
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Formula (extracted text)
VaR = Portfolio Value × Z(Confidence Level) × √(Time Horizon)
Variables and units
- No variables provided in audit spec.
Sources (authoritative):
- NIST — Weights and measures — nist.gov · Accessed 2026-01-19
https://www.nist.gov/pml/weights-and-measures - FTC — Consumer advice — consumer.ftc.gov · Accessed 2026-01-19
https://consumer.ftc.gov/
Changelog
Version: 0.1.0-draft
Last code update: 2026-01-19
Last code update: 2026-01-19
0.1.0-draft · 2026-01-19
- Initial audit spec draft generated from HTML extraction (review required).
- Verify formulas match the calculator engine and convert any text-only formulas to LaTeX.
- Confirm sources are authoritative and relevant to the calculator methodology.