Graphical representation of Value at Risk

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Alessio Imperi Galli
回答： Prahlad Gowtham Katte 2022-3-17
Hello, everyone,
I would like to graphically represent Value at Risk by colouring the area under the graph of a density function associated with the alpha confidence level. In other words I would like to replicate a figure like the one attached.
Thank you all and have a nice day :)

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回答（1 个）

Prahlad Gowtham Katte
Hello
As per my understanding of the query you want to indicate certain areas within the curve with a different color and this can be achieved by area function. The code below is an example of how you can change the colors within the area under curve.
mu = 0.5;
sigma = 1;
pd = makedist('Normal','mu',mu,'sigma',sigma);
x = -4:0.1:6;
y = pdf(pd,x);
x_color=x(1:length(x(x<=0.05)));% x co-ordinates of required area
y_color=y(1:length(x(x<=0.05)));% y co-ordinates of required area
area(x_color,y_color,'FaceColor','r');% coloring the required area with red
x_color=x(length(x(x<=0.05)):end);
y_color=y(length(x(x<=0.05)):end);
hold on;
area(x_color,y_color,'FaceColor','g');%coloring the rest of the area with green
For more information on how to use area function please refer to the following link
Filled area 2-D plot - MATLAB area (mathworks.com)
Hope it helps!

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