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Get Savvysoft's white paper "How To Calculate Historical VaR" and learn exactly how to calculate this important risk measure.

This is a follow up to the highly successful white paper "Var Doesn't Have To Be Hard." The earlier paper laid out why Historical VaR is the best measure of market risk available, and this paper can be looked at as an appendix to that paper.

It's not a page turner like a mystery novel, neither is it a musty math book full of formulas and footnotes. Instead it's more of a cookbook, with a step-by-step recipe that covers every detail of the process. It does go beyond a cookbook when discussing areas where the risk manager can decide to go one way or another, and the implications of each choice.

Along with the companion spreadsheet, "How To Calculate Historical VaR" provides full transparency in demonstrating how this widely used risk measure is calculated for all popular asset classes.



What they're saying about "Var Doesn't Have To Be Hard": "Great article... A common sense approach to a real world issue. Don't overcomplicate when you don't have to." -John Patrick (Jack) Fahey III


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