The parametric method of value at risk (VaR) determines VaR from the standard deviation of the investment portfolio's returns. It assumes normal distribution (risk factor returns are normal and ...

In the parametric curve, drag the sliders to adjust the four tone ranges independently: Highlights, Lights, Darks, and Shadows. The curve will be adjusted accordingly.

The law of supply in economics states that as the price of a good or service increases, the quantity of goods or services increases, and vice versa. Learn more.

For example, suppose a risk manager wants to calculate the value at risk using the parametric method for a one-day time horizon. The weight of the first asset is 40%, and the weight of the second ...