S sachin_patel New member Joined Jun 18, 2026 Messages 0 Reaction score 0 May 3, 2015 #1 [question removed by admin]
C cpk123 New member Joined Jun 18, 2026 Messages 0 Reaction score 0 May 3, 2015 #2 0.005 + 0.005 = 0.01 = 1% so 1% VAR = -40% (max Loss that could occur) for 5% => you get -10%
S sachin_patel New member Joined Jun 18, 2026 Messages 0 Reaction score 0 May 4, 2015 Thread starter #3 ok so is this understanding currect? I keep adding the probabilities and when it reaches desired level, that’s where I’ll find my VAR? Thanks.
ok so is this understanding currect? I keep adding the probabilities and when it reaches desired level, that’s where I’ll find my VAR? Thanks.
G Galli New member Joined Jun 18, 2026 Messages 0 Reaction score 0 May 4, 2015 #4 cpk123 wrote: 0.005 + 0.005 = 0.01 = 1% so 1% VAR = -40% (max Loss that could occur) for 5% => you get -10% Click to expand... It’s minimum loss right?
cpk123 wrote: 0.005 + 0.005 = 0.01 = 1% so 1% VAR = -40% (max Loss that could occur) for 5% => you get -10% Click to expand... It’s minimum loss right?
F FrankCFA New member Joined Jun 18, 2026 Messages 0 Reaction score 0 May 4, 2015 #5 yes, should be a typo, min loss.