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.