Value-At-Risk 101

Course Overview

Despite known shortcomings, Value-at-Risk (VaR) is the most commonly used measure of financial risk, with broad applications to many areas of financial risk management. This introductory iRisk Webinar provides participants with a fundamental understanding of the meaning, strengths, weaknesses, variations and implementation issues of VaR. This 90-minute iRisk Webinar includes Excel implementations of VaR and practical case studies.