Value at Risk in Excel Historical vs Monte Carlo Methods 

Instead of simulating 1000 Z values, just to take the ones corresponding to 5% and 1% you can use the formula to convert to standard normal: z=(x−μ​)/σ The z-value corresponding to the 5th percentile in a normal distribution with a mean (μμ) of 2.82% and a standard deviation (σσ) of 8.03%, is approximately -10.37635%.

Thank you for these amazing videos. I’ve learned so much from watching them…. Cheers!

Nice practical video. Thank you!

I'm from your free cash flow video And I'm happy that you are still on RU-vid

Hello Dr, What is the cost at risk (CaR) and how does it differ from the value at risk (VaR) ??

Dear Mr. Ronald, Could you please explain how to calculate VaR for operational risk based on loss data base.

Could you please post a video on how to do the estimation of value at risk using quantile regression. THANK YOU

You can copy all the way to the bottom (1000) by just double-clicking that green bold corner.

Hi , if I wanted to see the annual VAR how would I convert this?

Thanks!