Value at Risk or VaR, a tool to master market risk, explained in clear terms with Excel model.

Value at Risk or VaR is a risk management tool banks use to manage their exposure to market risk. In the video we explain what VaR is and how you can calculate VaR yourself using historical price data. We show how to calculate Value at Risk with the help of a clear Excel example. The example follows the historical method using Yahoo finance data. Good luck! André Koch Stachanov Solutions & Services Excel,Model,VaR,Value at Risk,André Koch,Stachanov,market risk,Basel Accord,Mercursim,Bank capital,stock market,Risk management,Risk analysis,bank capital,Capital buffer;Bank regulation;Basel treaty;Basel accord;regulatory capital, economic capital,ECAP,stock price, historical method, Yahoo, bank regulation,percentile,simulation