For the same time and the portfolio section 3.1, the calculated back using historical simulation and measured 10 days VaR estimated value. Figure 3.2 shows the results, Table 3.2 summarizes the irregularities in this method.
For the same portfolio and time in Section 3.1, the 10-day VaR estimate will be calculated and retaken using a historical simulation method. Figure 3.2 shows the results, and Table 3.2 summarizes the violations under this method.
For the same portfolio and time in Section 3.1, a 10 day var estimate will be calculated and backtested using the historical simulation method Figure 3.2 shows the results, and table 3.2 summarizes the violations under this method.<br>