Value at Risk…. 99% confidence levels

Am getting a few questions about how to calculate the Z value for 99% confidence levels.

In class we just covered 95%.

Here is a little video that takes you through it using the worked example in the notes. Enjoy!

https://www.dropbox.com/s/el10nde8vx44bl6/99%20percent%20var%20eg.mp4?dl=0

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