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Imagine you are a high level finance student trying to create a Basel Traffic Light graph on excel. You have the number of exceedances for the following VaR models: The normal rolling window 252 and 66 days, the EWMA (0.94), the historical simulation (not rolling window) 252 and 66 days. Can you please guide me in creating this graph on excel. Keep in mind, the models that require more than 252 days should be calculated starting from day 253 (professor's instruction). The current dates goes from newest (top) to oldest (bottom).

Imagine you are a high level finance student trying to create a Basel Traffic Light graph on excel. You have the number of exceedances for the following VaR models: The normal rolling window 252 and 66 days, the EWMA (0.94), the historical simulation (not rolling window) 252 and 66 days. Can you please guide me in creating this graph on excel. Keep in mind, the models that require more than 252 days should be calculated starting from day 253 (professor's instruction). The current dates goes from newest (top) to oldest (bottom).

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
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Imagine you are a high level finance student trying to create a Basel Traffic Light graph on excel. You have the number of exceedances for the following VaR models: The normal rolling window 252 and 66 days, the EWMA (0.94), the historical simulation (not rolling window) 252 and 66 days. Can you please guide me in creating this graph on excel. Keep in mind, the models that require more than 252 days should be calculated starting from day 253 (professor's instruction). The current dates goes from newest (top) to oldest (bottom).
Transcribed Image Text:Imagine you are a high level finance student trying to create a Basel Traffic Light graph on excel. You have the number of exceedances for the following VaR models: The normal rolling window 252 and 66 days, the EWMA (0.94), the historical simulation (not rolling window) 252 and 66 days. Can you please guide me in creating this graph on excel. Keep in mind, the models that require more than 252 days should be calculated starting from day 253 (professor's instruction). The current dates goes from newest (top) to oldest (bottom).
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