Financial Risk Management (FRM): Excel & Python Course - Parametric Method: Value at Risk (VaR) In Excel

Ryan O'Connell, CFA, FRM explains how to calculate Value at Risk (VaR) in Excel using the parametric method (variance-covariance method). 📈 *See Why I Recommend This Broker:* https://ryano.finance/ibkr-overview 🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:* 👉 https://ryano.finance/cfa 💾 Download Free Excel File: ► Grab the file from this video here: https://ryanoconnellfinance.com/product/parametric-method-value-at-risk-var-excel-template/ Chapters: 0:00 - Calculate Daily Returns Using Yahoo! Finance 0:43 - Calculate Security Standard Deviation and Covariance 2:35 - Create Assumptions for Portfolio 2:58 - Calculate Variance and Standard Deviation of Portfolio 4:04 - Calculate Value at Risk (VaR) In Excel (Parametric Method) Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.