Value at Risk Calculator 1.5



Publisher Description



Value at Risk Calculator - Calculate Market, Liquidity-Adjusted, Credit and Operational Value at Risk (VaR)

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)
- Offline mode functionality

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


About Value at Risk Calculator

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

The company that develops Value at Risk Calculator is Liila Tech (Mobile Apps by PT VaRiskindo). The latest version released by its developer is 1.5.

To install Value at Risk Calculator on your Android device, just click the green Continue To App button above to start the installation process. The app is listed on our website since 2017-12-03 and was downloaded 42 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 as malware if the download link to com.variskindo.var is broken.

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

  • Click on the Continue To App button on our website. This will redirect you to Google Play.
  • Once the Value at Risk Calculator is shown in the Google Play listing of your Android device, you can start its download and installation. Tap on the Install button located below the search bar and to the right of the app icon.
  • A pop-up window with the permissions required by Value at Risk Calculator will be shown. Click on Accept to continue the process.
  • Value at Risk Calculator will be downloaded onto your device, displaying a progress. Once the download completes, the installation will start and you'll get a notification after the installation is finished.



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Users Rating:  
  0.0/5     0
Downloads: 42
Updated At: 2024-03-04
Publisher: Liila Tech (Mobile Apps by PT VaRiskindo)
Operating System: Android
License Type: Free