Can you give me an example on VaR calculation for a single asset?

  • Thread starter Thread starter Juan S
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Juan S

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I know there are three types of VaR, I do have the Historical data for the FX I'm willing to calculate and already calculated the maximim loss by the 99% confidence level, for example if my position in that market is 100 dollars and the maximum historical loss is lets say 8%, VaR for that asset is just 0.08 x 100 = 8 ?
 
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