Marginal value at risk (marginal VaR) 

Didnt get at first. But i will try again. Many thanks for creating this video with a real example and not just show formulas.

This obviously works with very small numbers put portfolio of 5-6 elements with 50-60 mil per assets and good luck having the same number as total variance etc

when calculating your var, are you assuming E(R) i.e. the mean return, is normally distributed around 0?

and thank you for your time! :)

brutal