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Suppose a financial institution has a long position in a one-year, zero coupon Eurobond at the price of 1,000 british pounds.
The current $/Pound exchange rate is 1.35. The financial institution wants to evaluate at value risk for the bond at the 1-day interval.
Historically, the price of zero coupon Eurobond has a mean of 800 british pounds and a standard deviation of 10. The exchange rate has a mean of 1.15 and a standard deviation of 0.01.
Use monte carlo simualation to estimate the 1-day value at risk at the 10% level (i.e. the loss of the financial institution's long position in the Eurobond in the adverse situation that happens 10% of the time.)
For simplicity, you can simulate the observations for 50 times.
Find the 1-day VAR at the 10% level.
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