Enterprise Risk Management Models, Olson, David L. and Wu, Desheng Dash, 2nd Edition - Ch. 6: Value at Risk Models

Use this thread to discuss ANYTHING and EVERYTHING related to this syllabus reading.
Some possible questions include:

  • How can this reading be tested?
  • I don’t understand a specific topic/formula - Can we discuss this?
  • This reading gives me nightmares. Can we talk through it a bit?

Good luck!