FRM Part 2 | Crash Course Series - Chapter 4 - Backtesting VaR | Vardeez

In this video, we will go through Crash Course Series - Chapter 4 - Backtesting VaR for FRM Part 2 Exam.
The Crash Course Series will help all the candidates who are preparing for the FRM part 2 Exams and this will give a boost and much needed confidence in their overall preparation.
So if you are preparing for FRM Part 2 exam, this Crash Course series will surely help you out.

[@abhijeetsonune7679]

Thanks alot sir
Much clear and helpful in a very brief time 😊

[@vardeez]

Thanks for the feedback Abhijeet
Much Appreciated 👍

[@eslamabdalmonem8457]

that was very helpful specially that this chapter is rarely covered on youtube ... so really thank you :)

[@vardeez]

Thank you so much for Appreciation 👍

[@rachita1798]

Even this crash course is giving context to the entire chapter that we have.
thank you for it

[@varunagarwal350]

Sir please upload a video on Var Mapping. It would be very helpful for us.

[@vardeez]

Hi Varun,
Yes I will upload more videos for FRM Part 2 going forward.

[@22PK22]

While calculating the failure rate, shoud'nt we subtract the expected execptions from the actual ones, in your example, should'nt failure rate be 6 (occured) - 3 (predicted) and then divided by total observations. I mean 3 are allowed, the failures are only 3 (6-3). Just a thought that struck me...