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    # Value at Risk Models

> Parametric, historical simulation, and Monte Carlo VaR. Confidence levels, holding periods, backtesting, regulatory requirements, and known limitations.

## When to Activate

- User asks about VaR calculation for a portfolio or single position
- Risk reporting requires VaR numbers at specific confidence levels
- Backtesting existing VaR models for accuracy
- Regulatory capital calculations under Basel III/IV
- Comparing VaR methodologies for a given portfolio composition
- Evaluating holding period assumptions for different asset classes

## Core Concepts