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Monte Carlo Method: Value at Risk (VaR) In Excel

Ryan O'Connell, CFA, FRM walks through an example of how to calculate Value at Risk (VaR) in Excel using the Monte Carlo Method. 📘 FRM Exam Prep Discount - AnalystPrep: ► Get 20% off FRM Part 1 and Part 2 complete courses with promo code "RYAN20". Explore here: analystprep.com/shop/frm-part-1-and-part-2-complete-course-by-analystprep/?ref=mgmymmr 🎓 Tutor With Me: 1-On-1 Video Call Sessions Available ► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/ 👨‍💼 Freelance Financial Modeling Services: ► Custom financial modeling solutions tailored for your needs: ryanoconnellfinance.com/freelance-finance-services/ 💾 Download Free Excel File: ► Grab the file from this video here: https://ryanoconnellfinance.com/produ... 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 (Monte Carlo Method) 8:24 - Create a Histogram to Interpret VaR 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.