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.

Please make sure to watch our other videos as well, and subscribe to our YouTube channel if you haven't subscribed yet.
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[monishjain]

You explain things in such a Fantastic Way.
Honestly best tutor for FRM out there.

[rachita]

I beleive this is by Far the Best Video on Value at Risk.
Thankfully we discovered your Channel
Thank you sir

[theseismicwavesmongolia]

Just discovered ur page, I bet this is helping so many ppl like me! Thank you!

[basseyeneita]

You just earned a subscriber. Thank you for the great work

[krisk-rduk]

Why did I not Discovered Your Channel.

You are absolutely Amazing.
I just love your teaching style.

[nikunjagrawal]

You Method of Teaching is Amazing.
I really like it .

[oketundeoluyemi]

You are the best have ever seen here, Thank you sir

[BubatheGuy]

Thank you very much Sir!!!

As a new Market and Liquidity risk officer, this has been an eye opener for me!

Thank you 🙏🏿

[silviacamacho]

This is the best video I've found on the subject! I only have one question. From part 6:25 to 7:14, why isn't the buffer of the bank 5000$ instead of 100M?

[keerthipriyadarshini]

The video is really helpful thank you Sir

[deejayvalisetty]

Excellent explanation . Thought understanding the VaR one need to be a pro in Statistics subject but you proved it wrong. Thanks !

[NeerajSingh-xhqj]

11:55 11:56 how did you know 50th. Value comes here?

[KattradhuCA]

What is the square root rule? @20:50

Can you please explain why we multiply by root of 5 instead of just 5?

(This is the best video I found about VaR! Just this one point is unclear)

[umeshputhran]

WOW...

Excellent Teaching Style .

I was struggling to understand Var, but you made it so easy.
Have Subsribed to your Youtube Channel also.

[ghanurathi]

Your videos are soo good, I just took a day off to watch all your content.. Please post more videos!! eagerly waiting

[rahulsony]

I have two question. Firstly, to calculate VaR of a stock, which set of return data I must consider…daily, weekly or monthly ?

Secondly, what should be the date range of the historical return data? Last 1, 3, 5 or 10 years ?

[manarlabidi]

you are so helpful, please keep making such videos, I need them to graduate lol

[bycullaankita]

Can you please put a video on FRTB explanation covering everything as it is very difficult to crack interview questions related to FRTB

[hemantbisht]

Make a Playlist For these ( Risk ) topics

[akshayshetty]

where is your other video on VAR? please share the link or put it in the description