financial institution management

In Progress

1. Use historical simulation to measure the Value at Risk number for the bank over the next trading

day, at a confidence level of 99%.

2. Estimate a 99 percent confidence interval for the VaR you have calculated using historical

simulation.

3. Calculate the variance co-variance matrix and the correlation matrix for the data given. Show

these on the spreadsheet. Calculate the VaR number using the analytic (RiskMetrics) approach.

Save all works in EXCEL

Skills: Data Processing, Excel, Research Writing

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Project ID: #5038740

Awarded to:

priyal1997

Dear Sir/Madam I'm happy to help you on this I'm working for the largest fund management company in Sri Lanka and familiar with VAR and other risk analysis techniques Please refer my profile to see my reliability I More

$60 AUD in 2 days
(72 Reviews)
5.4

5 freelancers are bidding on average $61 for this job

raiseq

Here my quote is only for excel work . I have experience and knowledge in VaR calculation. Kindly google up RAISEQ to know my services in details. regards, raiseq

$138 AUD in 3 days
(31 Reviews)
5.8
KatieHammond

Being an experience academic writer and well researcher. I am 100% confident I can do this project perfectly. I have already written PhD and Master's Level Paper for UK and US Students and I can easily work on it. Plea More

$103 AUD in 3 days
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5.7
alo1

hello sir i m excited to complete this project please hire me sir. i assure u for best quality n work with satisfaction

$25 AUD in 3 days
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1.5
thangarajraj556

Dear Sir I am Master in commerce and I am already doing projects for bank loan. Instruct the details you need . Accordingly with the historical happened details we can project and give in Excel format. Thanks/S. More

$25 AUD in 2 days
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jagoanneon

I would be glad to talk about this project with you. I can help you. Talk about your project what are the other things that I can do to satisfy you for your project?

$55 AUD in 3 days
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