Risk Management and Investment Management - Excel s/sheet missing

[Roshan Ramdas]

Hi BT Team,
The excel workbook pertaining to Portfolio Risk: Analytical Methods is not on the study planner.
Please provide us with this workbook.
Thank you

 

[David Harper CFA FRM]

Hi @Roshan Ramdas sorry, we'll fix this as soon as possible. In the meantime, here is the XLS which implements Jorion's Portfolio VaR https://www.dropbox.com/s/8jezh2gtokko7r3/8.b.2_Jorion_analytical_VaR_v2.xls