Risk Management

📉 Value at Risk & VaR Auditor for Software Engineers

Name: Var Risk Calc
Author: EblaQuery

Audit the exposure. Calculate the Value at Risk (VaR) to estimate the potential loss in a portfolio over a specific time horizon.

Portfolio Profile

Portfolio Value ($)

Ann. Return

Volatility (σ)

Confidence Level (%)

Potential Loss (VaR)

$166,750

Loss relative to capital: 16.7%

Probabilistic Risk

There is a 95% probability that your portfolio will not lose more than $166,750 in a single year. Conversely, there is a 5.0% chance that the loss will *exceed* this amount.

✓Confidence Score: 90% (Parametric VaR Model)

ℹSource:Value at Risk: The New Benchmark for Managing Financial Risk (Philippe Jorion)

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