SearchWatch as Lacima’s trading and risk expert Martin Ogden walks through a real-world example using outputs from Lacima Analytics visualised in Microsoft PowerBI to identify a VaR breach and drill down to uncover the cause.
In this video, you’ll learn how to perform:
- VaR decomposition to identify sources of risk;
- VaR attribution to determine why risk has changed; and
- VaR drilldown to pinpoint the specific cause of a VaR breach.
Interact with the VaR dashboards shown in this video yourself here.
