Market Risk
Value at Risk Comparator
Monte Carlo Simulation vs. Parametric VaR
Quantify portfolio downside risk using two of the most widely adopted Value at Risk methodologies. Compare Monte Carlo simulations with Parametric VaR to evaluate potential losses, understand model assumptions and strengthen investment risk management decisions.
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Monte Carlo VaR
Simulate thousands of market scenarios to estimate portfolio losses under a wide range of potential outcomes.
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Parametric VaR
Measure downside risk using analytical assumptions based on expected returns, volatility and normal distributions.
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Model Comparison
Compare both approaches side by side to understand modelling differences and enhance portfolio risk assessment.