Value at Risk Calculato‪r‬ 1.5



Publisher Description



Web version: https://apps.variskindo.com Main Features: - Add the stocks and currency pairs of your choice - 2-year historical data from Google Finance - User-defined portfolio consisting stocks you have added - View price chart, return chart and volatility chart using Exponentially Weighted Moving Average (EWMA) - Monitor your portfolio market values, profit/loss, portfolio return, volatilities and VaR figures instantly - Calculate Standard Normal z-score of Confidence Level, Market Value at Risk (VaR) and Expected Shortfall (ES) using Variance Covariance Method (VCM) based on the chosen confidence level and holding period - Fitting a GARCH(1,1) model - Calculate Liquidity-Adjusted Value at Risk (VaR) and Expected Shortfall (ES) based on bid-offer spread using VCM - Estimate Credit Value at Risk (VaR) and Expected Shortfall (ES) using One-factor Gaussian Copula based on the chosen confidence level and copula correlation - Estimate Rating Transition Matrix with Cohort and Hazard Rate Approach - Credit Scores with Logistic Regression - Compute Operational Value at Risk (VaR) and Expected Shortfall (ES) using Monte Carlo Simulation based on Poisson and Log-Normal distribution - Run R Scripts for online statistical data analysis - Live Currency Rates & Gold Price - Estimate Probability of Default (PD), Copula Correlation & Worst Case Default Rate (WCDR) - Real-Time Global News - Fitting of Lognormal Distribution - Sign-in using Facebook, Twitter or email and password - Offline Sign-in (email-password only) Value-at-Risk (VaR) is a statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a specific time frame. It estimates how much a set of investments might lose, given normal market conditions, in a set time period such as a day. VaR is measured in three variables: the amount of potential loss, the probability of that amount of loss, and the time frame and typically used by firms and regulators in the financial industry to gauge the amount of assets needed to cover possible losses. Expected Shortfall is an alternative to Value-at-Risk that is more sensitive to the shape of the tail of the loss distribution. Expected Shortfall is also called Conditional Value-at-Risk (CVaR), Average Value-at-Risk (AVaR), and Expected Tail Loss (ETL). By Liila Tech (Mobile Apps PT VaRiskindo) Email: info@variskindo.com Web: https://variskindo.xyz Web: http://liila.xyz

Dec 4, 2017 Version 1.5 Build 594 Version 1.5 Build 594: + Added user-defined historical market data up to 5 years + Added auto-complete R commands with on/off toggle button + Minor GUI improvements and bug fixes (improve accuracy of market returns for GARCH)


About Value at Risk Calculato‪r‬

Value at Risk Calculato‪r‬ is a paid app for iOS published in the Accounting & Finance list of apps, part of Business.

The company that develops Value at Risk Calculato‪r‬ is VARISKINDO, PT. The latest version released by its developer is 1.5. This app was rated by 1 users of our site and has an average rating of 4.0.

To install Value at Risk Calculato‪r‬ on your iOS device, just click the green Continue To App button above to start the installation process. The app is listed on our website since 2017-12-04 and was downloaded 8 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded app with your antivirus. Your antivirus may detect the Value at Risk Calculato‪r‬ as malware if the download link is broken.

How to install Value at Risk Calculato‪r‬ on your iOS device:

  • Click on the Continue To App button on our website. This will redirect you to the App Store.
  • Once the Value at Risk Calculato‪r‬ is shown in the iTunes listing of your iOS device, you can start its download and installation. Tap on the GET button to the right of the app to start downloading it.
  • If you are not logged-in the iOS appstore app, you'll be prompted for your your Apple ID and/or password.
  • After Value at Risk Calculato‪r‬ is downloaded, you'll see an INSTALL button to the right. Tap on it to start the actual installation of the iOS app.
  • Once installation is finished you can tap on the OPEN button to start it. Its icon will also be added to your device home screen.



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Users Rating:  
  4.0/5     1
Downloads: 8
Updated At: 2024-03-20
Publisher: VARISKINDO, PT
Operating System: Ios
License Type: Paid