Value-at-risk (VaR) - variance-covariance and historical simulation methods (Excel) (SUB)

Hello everyone! In today's video, I'm going to explain the Value-at-Risk (VaR) measure of the risk of loss of investments. It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day. I will also demonstrate how to calculate it in Excel, using the data on HSBC, Barclays, Lloyds, RBS and Standard Chartered. Don't forget to subscribe to NEDL and give this video a thumbs up if you want more videos in Finance! Please consider supporting NEDL on Patreon: https://www.patreon.com/NEDLeducation