Historical simulation

Estimate the market risk for a hypothetical holding of 1,000,000 WBC shares, held on March 3, 2022.

Market Risk Analysis The task you are given is to estimate the market risk for a hypothetical holding of 1,000,000 WBC shares, held on March 3, 2022 (you are working out the risk position assuming that you own these shares at the open of trading that day). You will do this by estimating the Value-at-Risk […]

Scroll to top