financial institution management

Budget $10 - $30 AUD
Bids 6
Average Bid $68

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
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.
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A competent finance professional with a passion for accounting, excel and capital markets, with over eight years of experience covering diverse business operations and financial analysis. My value proposition is to provide a high QUALITY solution at moderate COST and unbeatable SPEED. My services include but are not limited to, • Developing customized excel solutions. • Performing financial analysis and business valuations. • Preparing budgets, final accounts and other management reports. • Doing academic assignments including management, finance and accounting. I assure you that I will go BEYOND YOUR EXPECTATIONS. For more detailed information please refer my profile listed below.

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