A presentation that looks at how to apply Value at Risk in a trading environment alongside other performance reports.
A lot of market risk analysts often question how they can compare risk with return or the relevance of tracking error in the context of value at risk and performance calculations.
In this short blog posting, I link to a presentation which explains how performance reporting, risk measurement and tracking error may be delivered side-by-side.
The presentation can be found at this [LINK]
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