Value at Risk Explained in 5 Minutes

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FRM - Delta Normal Approach to Value at Risk (VaR)

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Normal and Historical VaR

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Value-at-Risk: Parametric VAR and Normal Distribution | Market Risk | Moorad Choudhry

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The Normal VaR Model

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Delta-normal value at risk (VaR, FRM T4-3)

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Value at Risk explained (Lognormal Distribution)

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Value at Risk (VaR) by Parametric Approach: Delta Normal Method - Concepts with Practice Session

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Scaling VaR

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Calculating and Applying VaR (FRM Part 1 2025 – Book 4 – Valuation and Risk Models – Chapter 2)

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All About Value at Risk(VaR) | FRM Part 1 2023| Historical Simulation, Delta Normal, Monte Carlo VaR

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Parametric Method: Value at Risk (VaR) In Excel

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Normal Distribution EXPLAINED with Examples

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Parametric VaR and CVaR (Gaussian/Normal Distribution) in Excel

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VAR is a Useless Measure of Risk

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

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Value at risk historical and delta normal methods 2 of 4, 7 different ways

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Introducing VaR Models

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