Build Value at Risk (VaR) Calculator in Seconds

Use Viete AI to create a VaR calculator. Quantify potential losses, measure market risk, and set risk limits with automated VaR calculations using historical and parametric methods.

Value at Risk (VaR) Calculator

Quantify potential portfolio losses with precision. Calculate VaR using historical, parametric, and Monte Carlo methods in intelligent Excel models.

How It Works

Select VaR Methodology

Choose historical, parametric, or simulation approach

AI Builds Calculator

Receive Excel model with statistical functions ready

Import Portfolio Data

Load positions, prices, and historical returns

Get Risk Metrics

View VaR, CVaR, and confidence intervals instantly

Calculator Features

Multiple Time Horizons

Calculate daily, weekly, and monthly VaR across different holding periods

Confidence Level Selection

Adjust significance levels from 90% to 99.9% for regulatory requirements

Expected Shortfall

Calculate CVaR to measure tail risk beyond VaR threshold

Backtesting Framework

Validate model accuracy against actual portfolio performance

Correlation Matrices

Model portfolio diversification effects using correlation data

Distribution Visualization

Chart return distributions with VaR cutoff points highlighted

Measure Portfolio Risk Accurately

Deploy professional VaR calculations without complex software