7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

1/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

2/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

3/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

4/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

5/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

6/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

7/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

8/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

9/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

10/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

11/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

12/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

13/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

14/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

15/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

16/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

17/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

18/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

19/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

20/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

21/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

22/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

23/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

24/25

7/28/2019 Value-at-Risk Performance Metrics: Evaluating the effectiveness of value-at-risk models across multiple asset class

25/25