Definitions from Wiktionary (Value at Risk)
▸ noun: (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.
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▸ noun: (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.
Similar:
cross vanna,
fair value,
value premium,
risk universe,
risk,
valuation,
volatility buffer,
tail risk,
risk profile,
risk appetite,
more...
Opposite:
Phrases:
▸ Words similar to Value at Risk
▸ Usage examples for Value at Risk
▸ Idioms related to Value at Risk
▸ Wikipedia articles (New!)
▸ Words that often appear near Value at Risk
▸ Rhymes of Value at Risk
▸ Invented words related to Value at Risk