Last week I presented Value at Risk to a meeting of the CFA Institute.
The brief was to provide an introduction to Value at Risk, why it is used in capital markets, how is it calculated, strengths and weaknesses.
As such it needed to provide an introduction, some detail and an analysis, all in 1 hour with an audience with lots of questions and perspectives.
A copy of my presentation can be viewed on slideshare, by clicking on Value at Risk Presentation.
I hope you find this useful.
Please do send me any comments you have.
One thought on “Value at Risk, what you should know, overview and detail”
Nice presentation! I have seen plenty on VaR over the years, but few as good as yours. The only thing you might add would be a slide on backtesting.
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