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Historical var when you have no losses in time period analyzed
Thanks for the quick reply! Just had a "duh" moment! Makes total sense.- operky1
- Post #3
- Forum: P1.T4. Valuation & Risk Models (30%)
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Historical var when you have no losses in time period analyzed
Hello, This is a concept question with historical var. If the time period you are analyzing has no losses can you use historical var? If so would it be zero or just the lowest positive return? Any help is appreciated! Thank you!- operky1
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- historical var
- Replies: 2
- Forum: P1.T4. Valuation & Risk Models (30%)