Web version: https://apps.variskindo.com View price chart, return chart and volatility chart using EWMA, live currency rates & gold price and real-time global news Calculate Market and Liquidity-Adjusted Value at Risk (VaR) and Expected Shortfall (ES) using Variance Covariance Method (VCM) Compute Credit Value at Risk (VaR) and Expected Shortfall (ES) using One-factor Gaussian Copula Compute Operational Value at Risk (VaR) and Expected Shortfall (ES) using Monte Carlo Simulation based on Poisson
