The aim of this paper is to analyze the merits of using the Value At Risk method in estimating the risk associated with … method of the Value at Risk estimation. The analysis was made by comparing individual metallurgical companies to the Warsaw … exceedances of the designated value exposed at the assumed levels of significance. -- risk ; investment ; metallurgical sector …

risk. Risk and return are generally considered two positively correlated sizes, during the growth of risk it is expected … increase of return to compensate the higher risk. The quantification of risk in the capital market represents the current topic … assets. Three main Value at Risk (VaR) methodologies are decribed and explained in detail: historical method, parametric …