Value at Risk (VaR) - Advantages & Disadvantages Explained | FRM Part 1 / FRM Part 2 | CFA Level 2
In this video we will recap the definition of Value-at-Risk (VaR), how it is calculated for a simple loss distribution and simple profit distribution and list down its advantages and disadvantages. For more videos related to FRM Part 1 and FRM Part 2 preparations, please head over to the respective course pages listed below: 1) FRM Part 1: https://www.finRGB.com/courses/frm-pa... 2) FRM Part 2: https://www.finRGB.com/courses/frm-pa...
▶︎
All About Value at Risk(VaR) | FRM Part 1 2025| Historical Simulation, Delta Normal, Monte Carlo VaR
▶︎
Fundamental Review of Trading Book (FRTB): Quick Recap (FRM Part 2, Book 1, Market Risk)
▶︎
Standard Brownian Motion / Wiener Process: An Introduction
▶︎
Trump Sends Vance to Concede to Iran & Reflecting Pool Is Filled with Corruption | The Daily Show
▶︎
Equity Swaps Explained: Mechanics and Variations | FRM Part 1 | CFA Level 2
▶︎
But what are Hamming codes? The origin of error correction
▶︎
How Proctor’s texts in Karen Read lawsuit could free dangerous criminals
▶︎
2015 - FRM : VAR Methods Part I (of 2)
▶︎
But what is quantum computing? (Grover's Algorithm)
▶︎
Index Credit Default Swaps Explained | FRM Part 2 | Credit Risk
▶︎
If You Have A Bad Memory, I’ll Help You Fix It In 28 Minutes
▶︎
Market Risk Capital | FRTB
▶︎
Value at Risk or VaR, a tool to master market risk, explained in clear terms with Excel model.
▶︎
Measures of Financial Risk (FRM Part 1 2025 – Book 4 – Chapter 1)
▶︎
Expected Shortfall & Conditional Value at Risk (CVaR) Explained
▶︎
FX Swaps Explained | FRM Part 1, FRM Part 2 | CFA Level 1, CFA Level 3
▶︎
Implied Volatility, Volatility Skew, and the Term Structure of Volatility
▶︎
FRM: You will never be scared of SWAPS after watching this!
▶︎
Hamming codes part 2: The one-line implementation
▶︎