VaR Backtesting Traffic-Light Zone Calculator

Counts Basel VaR backtesting exceptions (actual daily P&L loss exceeding the model's 1-day VaR estimate) over a rolling up-to-250-trading-day window, then looks up the green/yellow/red traffic-light zone and capital multiplier per the Basel Committee's 1996 Amendment to the Capital Accord to Incorporate Market Risks, Part V, retained under BCBS d457 (Jan 2019) internal-models-approach backtesting. Exception-count plus zone plus multiplier lookup only -- does NOT compute VaR itself and does NOT apply the multiplier to a capital charge.

Tool URL: https://ainumbers.co/chaingraph/art-429-var-backtest-traffic-light.html