Question: Explain and compare three alternative methodologies for calculating VaR on market prices and explain which VaR methodology is most commonly used by: Companies

Explain and compare three alternative methodologies for calculating VaR on market prices and explain which VaR methodology is most commonly used by:

• Companies

• Banks

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There are three essential strategies utilized for calculating Value at Risk VaR a The VarianceCovariance strategy b The Historical simulation strategy ... View full answer

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Explain and compare three alternative methodologies for calculating Value at Risk (VaR) using market prices and explain which VaR methodology is most commonly used by: Companies Banks

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