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Forex VaR (Value At Risk) Calculator



Forex VaR (Value At Risk) Calculator

The Forex VaR (Value At Risk) describes the maximum expected loss over a given period of time

Forex VaR (Value At Risk) Calculator help calculating the maximum expected loss over a given period of time, and an amount of foreign currency





%

years

Standard Deviations





The Forex VaR (Value At Risk) Calculator:

Asset with exposure of 1,000,000 units of foreign currency, Exchange Rate's volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Forex VaR (Value At Risk) of 200,000 units of foreign currency

Asset with exposure of 2,000,000 units of foreign currency, Exchange Rate's volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Forex VaR (Value At Risk) of 400,000 units of foreign currency

Asset with exposure of 1,000,000 units of foreign currency, Exchange Rate's volatility of 20%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Forex VaR (Value At Risk) of 400,000 units of foreign currency

Asset with exposure of 1,000,000 units of foreign currency, Exchange Rate's volatility of 10%, time horizon of 2 years, and confidence limit of 2 standard deviations has a Forex VaR (Value At Risk) of 282,842.71 units of foreign currency

Asset with exposure of 1,000,000 units of foreign currency, Exchange Rate's volatility of 10%, time horizon of 1 year, and confidence limit of 3 standard deviations has a Forex VaR (Value At Risk) of 300,000 units of foreign currency



Asset with exposure of 2,000,000 units of foreign currency, Exchange Rate's volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Forex VaR (Value At Risk) of 400,000 units of foreign currency

Asset with exposure of 3,000,000 units of foreign currency, Exchange Rate's volatility of 10%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Forex VaR (Value At Risk) of 600,000 units of foreign currency

Asset with exposure of 2,000,000 units of foreign currency, Exchange Rate's volatility of 20%, time horizon of 1 year, and confidence limit of 2 standard deviations has a Forex VaR (Value At Risk) of 800,000 units of foreign currency

Asset with exposure of 2,000,000 units of foreign currency, Exchange Rate's volatility of 10%, time horizon of 2 years, and confidence limit of 2 standard deviations has a Forex VaR (Value At Risk) of 565,685.42 units of foreign currency

Asset with exposure of 2,000,000 units of foreign currency, Exchange Rate's volatility of 10%, time horizon of 1 year, and confidence limit of 3 standard deviations has a Forex VaR (Value At Risk) of 600,000 units of foreign currency

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