Value at Risk (VaR) Explained: A Comprehensive Overview

Dive into the world of financial risk management with this comprehensive guide to Value at Risk (VaR). Ryan O'Connell, CFA, FRM, breaks down the concept of VaR and its critical role in quantifying potential losses in investment portfolios. Explore the three primary VaR calculation methods - Parametric, Historical, and Monte Carlo - each explained in detail to provide a well-rounded understanding of risk assessment techniques. Whether you're a finance professional, student, or investor, this video offers invaluable insights into VaR methodologies, empowering you to make more informed decisions in managing financial risk.

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Chapters:
0:00 - Value at Risk (VaR) Explained
0:45 - The Parametric Method
4:36 - The Historical Method
6:16 - The Monte Carlo Method

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.