Why Is Value At Risk Criticized For Its Accuracy?
Автор: Stock and Options Playbook
Загружено: 2026-01-21
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Ever wondered why a widely-used financial risk metric like Value at Risk (VaR) often faces criticism for its accuracy? This video dives deep into the inherent limitations and potential pitfalls of VaR, helping you understand its true reliability.
Discover the key reasons why VaR might not give you the complete picture of your financial risk:
► VaR struggles with 'black swan' events and extreme market conditions due to its reliance on historical data and normal distribution assumptions.
► It fails to capture the full extent of potential losses beyond its calculated threshold, ignoring 'tail risk' and the impact of severe price drops.
► VaR often overlooks liquidity risk, where assets cannot be sold quickly without significant price degradation during stressful periods.
► Understanding its limitations is crucial for effective risk management, suggesting the need for complementary metrics like Expected Shortfall and stress testing.
#VaRLimitations, #FinancialRisk, #RiskManagement, #MarketAnalysis, #InvestmentTips
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