2015 - FRM : VAR Methods Part I (of 2)

where the link to part 2 of this video?

Where is 2 nd part of the video? Monte Carlo simulation

Good Explanation.

Please how can we measure it and CoVaR as systemic risk measure for banking?

Sir, Where is the part two

How did you get 12500 ?

what a clarity of concepts

You are really a good teacher and mentor,god bless for having you

Can you upload the second part please

Hello friends,
I have a few questions:
1 / Risks will be specified after we have identified the audience, objectives, and operational processes ?.
2 / Risk will be directly integrated into the business process ?.
3 / The Risk department is responsible for determining the VaR (Value at Risk) and presenting it to the Board of Directors seeing the risks and proactively preventing them?
4 / Actively preventing risks will help us improve the value of products / services to customers?

Sir VAR is measured unsystematic risk? Plz sir reply

Can frm level 1 and cfa 1 level c
An be done simultaneously

Where is part 2 of VaR ?

Sir where is the part 2 plzzzz comment link

Great job

Best teacher! Great job..thank you!

Very good work

is it possible to calculate the VaR of a series of monthly investment over a period of X number of years?

In historic simulations why he took 5th value for 5% VAR (95% conf).. I think it should have been 6th value because if u go from worst to best from left side to right so counting on confidence level basis like 100,99,98,97,96,95% so 6th value is 5% VAR! Same like 100th Day, 99th.....95th Day will be 6th value! Same has explained in Bionic Turtle's FRM series!

great

Fantastic sir

If Z value is 1.65 and SD is 1.7%. How we compute return.. 1. 65*1. 7= 2. 805 or 1. 65*1. 7%=0. 02805

at 30 the var is 1.596 when you muktiply 0.0014-(1.28*0.012)=1.536%
the calculation was done as 1.396 which is wrong i did both manually and using calculator i got the same

Could you please upload the second part

Why bottom 5 is taken? How can you tell if 5 % means bottom 5 that will only be true if total observation was 100 which is not specified

Can you please share the link of the second part. I am not able to find it .

1 hour of Hindi

2nd part of the video is not availabale..

Clear cut explanation

Where is second part??

You speak English like your cue

why did u not upload part 2??

Thanks.

Thanks for sharing! Very clear explanation!

Sir can you explain Standard deviation at mean and standard deviation used as Z- score that is -3 to +3 .
If S.D +1 is already at Mean than why again it was right the mean.??
Hoping for a positive reply from your side.

excellent explanation

thank you.

This was very efficient and brief... Thank you very much
I have a question though regarding the days conversion
how come the week is 5 days and the month is 20 and so on because those are not the correct number of days

well explained.. thank you

great great explaination, many thanks sir!

thanks for sharing Ur knowledge

very useful

sir can you please upload the second part.
or if its uploaded than can u show its link.

How to calculate in period of six months how many time loss is more than said rupees
Or how to calculate days

Great! really helpful video... but, please correct some of the calculations in between.

Great job! Thank you!