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Posted: December 1st, 2023
Chapter 20. Value at Risk
1. What is Value-at-Risk (VaR)? What is the minimal information you
need to compute VaR? What are its advantages and its limitations?
2.
What are the three di erent approaches to computing VaR? State
some advantages and disadvantages of each method. State two attributes of these
three methods that you think are the most important, and then assess which of
them satis es your attributes best.
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3.
How is Value-at-Risk (VaR) di erent as a measure of risk than the
variance of return?
4.
What, if any, is the relationship of variance and VaR?
5. Which moments of the return distribution are measures of risk?
State some of them, and explain what the nature of the risk measure is, and
what insight one might be aiming for with your chosen measure of risk.
Sundaram
& Das: Derivatives - Problems and Solutions . . . . . . . . . . . . . . . .
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6. If the mean, variance, and skewness remain the same, but the
kurtosis of portfolio value increases, will the VaR increase or decrease,
keeping all else the same?
7. If the mean and variance remain the same but the skewness of
returns on a portfolio becomes more negative than before, what do you think
will happen to the VaR of the portfolio?
8.
Compare VaR and kurtosis as risk measures for a portfolio.
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