"Value at Risk" meaning in English

See Value at Risk in All languages combined, or Wiktionary

Noun

Head templates: {{en-noun|-|head=Value at Risk}} Value at Risk (uncountable)
  1. (finance, banking) A widely used measure of the risk of loss on a specific portfolio of financial assets. For a given portfolio, probability and time horizon, VaR is a threshold value such that the probability that the mark-to-market loss on the portfolio over the given time horizon exceeds this value (assuming normal markets and no trading) is the given probability level. Wikipedia link: Value at Risk Tags: uncountable Categories (topical): Banking, Finance Synonyms: VaR Translations (widely used measure of the risk of loss on a specific portfolio): 風險價值 (Chinese Mandarin), 风险价值 (fēngxiǎn jiàzhí) (Chinese Mandarin), Value at Risk (Finnish), VaR (Finnish), сто́имость под ри́ском (stóimostʹ pod rískom) [feminine] (Russian)

Download JSON data for Value at Risk meaning in English (3.2kB)

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This page is a part of the kaikki.org machine-readable English dictionary. This dictionary is based on structured data extracted on 2024-06-19 from the enwiktionary dump dated 2024-06-06 using wiktextract (372f256 and 664a3bc). The data shown on this site has been post-processed and various details (e.g., extra categories) removed, some information disambiguated, and additional data merged from other sources. See the raw data download page for the unprocessed wiktextract data.

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