Do an empirical study for the assigned stock dataset following the below instructions.

Download daily data of assigned stock from Jan 01, 2021, to December 31, 2021, from the NSE Website.

For given data calculate VaR@99% as per Historical Simulation and BRW method. Compare the results of both methods and state your findings.

Submit calculation worksheet and report (PDF) both for evaluation.

The maximum word limit for the report is 500.

Use Times New Roman (12) font only.

For reference use APA style.

Clearly state assumptions (if any) for calculation

Submission At the end of this project, you will submit two components:

A written report: The report must include the following information:

Introduction

Research design

Findings

Conclusion

References

An excel file containing stock data and VaR calculation

Note: The report is going to be your primary submission and should include all the relevant information. The excel file is supposed to supplement the analysis and recommendations made by you in the report. Kindly upload the work in the UMS portal by 27th March,2022.

Evaluation Criteria (20 marks)

Please go through the following assessment criteria for this project.

Section

Maximum Marks

Report submission

10

Worksheet submission 10 Total 20

10

Total

20