OpenChainGraph Suite · ART-429 · Basel Market Risk · Capital
VaR Backtesting Traffic-Light Zone Calculator
Count Basel VaR backtesting exceptions — days where the actual P&L loss exceeded the model's 1-day Value-at-Risk estimate — over a rolling window of up to 250 trading days, then look up the green, yellow, or red traffic-light zone and the corresponding capital multiplier. Exception-count plus zone plus multiplier lookup only: this tool does not compute VaR itself, and does not apply the multiplier to a capital charge.
🔒 All computation runs locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Daily P&L vs VaR Observations
One row per trading day: actual P&L for the day and that day's 1-day VaR estimate (positive number). An exception is recorded when P&L is a loss larger than the VaR estimate. Only the most recent 250 rows are used.