FRM: Questions and Answers on VaR

October 18, 2013
, , , , , , , , ,

Hey everyone! This blog and the subsequent ones will be a series of questions and answers on various FRM topics.  This blog consists of questions and answers related to Value at Risk in FRM, which is a very crucial topic! These answers have aided my preparation enormously and I hope it helps you too.

While studying you might have hit a roadblock of doubts and questions on certain topics. So if you are looking for some answers to some basic doubts about fundas, this blog will give you what you need!

So without further ado, let’s look at some of these questions with their answers!


question on calculation of VaR


calculation of VaR solution


question on probability


probability question solution

probability question Solution

Whoever posted this question must be feeling extremely grateful for the swift response! There have been nights when I stay up thinking about the best possible solution, but lo behold! It is presented to you as easily as it gets.

Some people also posted questions that shed light upon some basic issues that have alternative methods also!


FRM VAR Question


FRM VAR Solution

So, if you have any questions write to EduPristine, watch the magic unveil and be satisfied with what you see. You will get all the help you need! You can even post your questions on the EduPristine forum and these will be answered in no time.

All the best!


About the Author

Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, it is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, and Operational Risk Modeling. EduPristine has conducted more than 500,000 man-hours of quality training in finance.


Global Association of Risk Professionals, Inc. (GARP®) does not endorse, promote, review or warrant the accuracy of the products or services offered by EduPristine for FRM® related information, nor does it endorse any pass rates claimed by the provider. Further, GARP® is not responsible for any fees or costs paid by the user to EduPristine nor is GARP® responsible for any fees or costs of any person or entity providing any services to EduPristine Study Program. FRM®, GARP® and Global Association of Risk Professionals®, are trademarks owned by the Global Association of Risk Professionals, Inc

CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by EduPristine. CFA Institute, CFA®, Claritas® and Chartered Financial Analyst® are trademarks owned by CFA Institute.

Utmost care has been taken to ensure that there is no copyright violation or infringement in any of our content. Still, in case you feel that there is any copyright violation of any kind please send a mail to and we will rectify it.

Popular Blogs: Whatsapp Revenue Model | CFA vs CPA | CMA vs CPA | ACCA vs CPA | CFA vs FRM

Post ID = 39028