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Forums › ACCA Forums › ACCA AFM Advanced Financial Management Forums › Value At Risk (VAR)
Hi all, could someone help me to figure out how to calculate VAR? It appears from time to time in past papers but I couldn’t find much in lectures and notes…
Have you watched this?
It is based on an actual past exam question and is the level to which it is asked in the exam (and obviously explains the calculations).
Looks like I’d missed it, thanks a lot for your help!
You are welcome 🙂