Expected Shortfall calculation using Excel - видео

In this video we discuss the limitations of VAR and how to overcome some of those limitations using expected shortfall ES. VAR and CVAR are important concepts of risk management. Excel file used can be downloaded here: Links to references mentioned in the video: Estimating Market Risk Measures: VAR calculation using Historical simulation method using Excel: Understand cell referencing in Excel: If you enjoyed the video dont forget to like comment and subscribe.,
Источник видео: RuTube.ru (Обучение)