Explore the powerful Monte Carlo Method for calculating Value at Risk (VaR) in this concise yet comprehensive video. Ryan O'Connell, CFA, FRM, guides you through the VaR Monte Carlo Method process, demonstrating its ability to simulate numerous potential scenarios for more robust risk assessment. Learn how this sophisticated approach to VaR can provide deeper insights into potential portfolio outcomes and risk exposures. Whether you're a risk manager, financial analyst, or student, this tutorial will enhance your understanding of the Monte Carlo Method for VaR, equipping you with advanced tools for financial risk management.
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Chapters:
0:00 - Overview of VaR Monte Carlo Method Process
0:34 - Example of 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.