TISA CO PART C (value at risk) — OpenTuition Forums

BBilal9y ago

Hello John, Its BPP kit question no 22 part C (i) requires to estimate the value at risk at 99 prcnt. In answer It use the terms standard distribution and single tail measures and mean etc. My question is do we need to learn how to use the normal distribution table to calculate VAR I cannot figure out how to use it. Could you help please? Thanks

John MoffatTutor9y ago#1

You do need to learn how to use the tables. I have recorded a free lecture explaining VaR and how to use the tables. You can find linked from the list of free P4 lectures (it is the first one on the list :-) )

BBilal9y ago#2

Ok. Thanks

John MoffatTutor9y ago#3

You are welcome :-)

BBilal9y ago#4

Hi, your lecture on VAR has helped me to fully master this technique. Thanks

John MoffatTutor9y ago#5

That's great - thank you.