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Dear experts,<br />
<br />
Is there any document which discusses as to how a simple VAR model is built for calculating market risk.<br />
<br />
Also does it discuss the market risk calculation process for various financial products.<br />
<br />
What are the criterias or critical inputs required for calculating VAR for financial products.<br />
<br />
Thank you,
</div>
</div>


Dear experts,

Is there any document which discusses as to how a simple VAR model is built for calculating market risk.

Also does it discuss the market risk calculation process for various financial products.

What are the criterias or critical inputs required for calculating VAR for financial products.

Thank you,

Market risk VAR model

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