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excelvarbloomberg

Bloomberg - Exporting Value-at-Risk in Excel

I am trying to export the information from the VaR -> Var Comparison tab from the PORT function.

Using the =BDH() function in Excel, the arguments IS_TOTAL_VALUE_AT_RISK, ARDR_TOTAL_VALUE_AT_RISK, yield #N/A. Basically, all the arguments including Value-at-Risk in the Bloomberg API importer yield #N/A.

Is there any other way to export this data, besides of exporting manually? I need the daily VaR values from several securities, so exporting manually is extremely tedious.

Solution

  • The Bloomberg Help Desk team has confirmed that there is, for the time being, no way to bulk download the VaR data from the PORT function.