Financial Risk Management

Join Ryan O’Connell, CFA, FRM, in “Value at Risk (VaR) In Python: Historical Method,” as he explores financial risk management. The tutorial covers setting up Python, selecting stock tickers, downloading Adjusted Close Prices from yFinance, and calculating daily log returns for individual stocks. You’ll also create an equally weighted portfolio and compute its total daily returns. Finally, O’Connell guides you through calculating VaR and plotting the results on a bell curve. This tutorial is perfect for financial analysts and Python enthusiasts.

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💻 *Find the Code Written In this Video Here:* https://ryanoconnellfinance.com/value-at-risk-analysis-using-python/

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Chapters:
0:00 – Intro to “Value at Risk (VaR) In Python”
0:19 – Installing Necessary Libraries
0:48 – Set Time Range of Historical Returns
1:59 – Choose Your Stock Tickers
2:39 – Download Adjusted Close Prices from yFinance
4:19 – Calculate Individual Stock Daily Log Returns
6:11 – Create an Equally Weighted Portfolio
7:15 – Calculate Total Portfolio Daily Returns
8:10 – Find Portfolio Returns for a Range of Days
9:23 – Calculate Value at Risk (VaR)
11:44 – Plot the Results on a Bell Curve

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM explains an interest rate swap valuation example in Excel. The swap in question is a plain vanilla interest rate swap.

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💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/interest-rate-swaps-excel-model/

Chapters:
0:00 – Intro to Interest Rate Swaps
0:29 – Swap Basics & The Treasury Curve Explained
1:29 – Value a Series of Fixed Rate Payments
3:00 – Value a Series of Floating Rate Payments
4:12 – Value a Plain Vanilla Interest Rate Swap
5:18 – Price an Interest Rate Swap Using Excel Solver

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM walks through an example of how to calculate Value at Risk (VaR) in Excel using the Historical Method.

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💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/value-at-risk-var-excel-workbook-a-comprehensive-tool-for-risk-management/

Chapters:
0:00 – Calculate Daily Stock Price Returns
1:25 – Define Portfolio Assumptions
1:44 – Find Daily Profits and Losses
2:37 – Calculate Value at Risk (VaR) Using Historical Method
3:10 – Create VaR Histogram

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM walks through an example of how to calculate Value at Risk (VaR) in Excel using the Monte Carlo Method.

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🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:*
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💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/monte-carlo-method-value-at-risk-var-excel-template/

Chapters:
0:00 – Calculate Daily Returns Using Yahoo! Finance
0:43 – Calculate Security Standard Deviation and Covariance
2:35 – Create Assumptions for Portfolio
2:58 – Calculate Variance and Standard Deviation of Portfolio
4:04 – Calculate Value at Risk (VaR) In Excel (Monte Carlo Method)
8:24 – Create a Histogram to Interpret VaR

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM explains how to calculate Value at Risk (VaR) in Excel using the parametric method (variance-covariance method).

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🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:*
👉 https://ryano.finance/cfa

💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/parametric-method-value-at-risk-var-excel-template/

Chapters:
0:00 – Calculate Daily Returns Using Yahoo! Finance
0:43 – Calculate Security Standard Deviation and Covariance
2:35 – Create Assumptions for Portfolio
2:58 – Calculate Variance and Standard Deviation of Portfolio
4:04 – Calculate Value at Risk (VaR) In Excel (Parametric Method)

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Ryan O’Connell, CFA, FRM shows how to build a Stock Portfolio Monte Carlo Simulation In Excel.

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💾 *Download Free Excel File Here:* https://ryanoconnellfinance.com/product/stock-portfolio-monte-carlo-simulation-excel-spreadsheet/

Chapters:
0:00 – Define Assumptions About S&P 500 Index
0:50 – Calculate the Ending Value of the Portfolio
2:30 – Create Monte Carlo Simulation Using Data Table in Excel
4:06 – Calculate Stock Portfolio Summary Statistics
6:28 – Create a Histogram of the Monte Carlo Simulation Results

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC

Ryan O’Connell, CFA, FRM explains Key Rate Duration & Key Rate Shifts in Microsoft Excel.

🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:*
👉 https://ryano.finance/cfa

💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/microsoft-excel-template-for-key-rate-duration-key-rate-shifts/

Chapters:
0:00 – Annual Coupon Paying Bond
0:48 – The Spot Yield Curve
1:20 – Calculating Macaulay Duration
2:10 – Yield Curve Shifts
2:36 – Key Rate Duration Explained

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.