⚠️ Value at Risk (VaR) & CVaR Calculator
How much could you lose? Parametric, Historical, and Monte Carlo VaR methods
⚙️ Portfolio Parameters
Portfolio Value ($M)
10
Expected Daily Return (%)
0.04
Daily Volatility (%)
1.5
Confidence Level (%)
95
Holding Period (days)
1
Skewness
0
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Parametric VaR
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CVaR (Expected Shortfall)
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Monte Carlo VaR
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Worst-Case Scenario
📊 Loss Distribution (Monte Carlo: 10,000 simulations)
📉 VaR by Confidence Level
📈 VaR by Holding Period