VaR & Interest Rate SwapForums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › VaR & Interest Rate SwapThis topic has 1 reply, 2 voices, and was last updated 9 years ago by John Moffat.Viewing 2 posts - 1 through 2 (of 2 total)AuthorPosts October 30, 2015 at 4:10 am #279637 zhaoyunyiMemberTopics: 21Replies: 6☆Sir,For BPP exercise book Q58 Katmai Co, I have several questions about it.1. what is vanilla interest rate swap? It says the swap rates are quoted at 5.25-5.40, what does this mean? which number I should use?2. For VaR calculation, I don’t quite understand how it is calculated? Can you explain how it is done.Thank you October 30, 2015 at 8:32 am #279662 John MoffatKeymasterTopics: 57Replies: 54479☆☆☆☆☆We have free lectures on both swaps and on value at risk on this website (you can find them from the main P4 page).I am sorry, but I cannot type out all of the lectures here 🙂AuthorPostsViewing 2 posts - 1 through 2 (of 2 total)You must be logged in to reply to this topic.Log In Username: Password: Keep me signed in Log In