Value at Risk

Value at Risk

English

Noun

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.

Abbreviations

• VaR

Translations

widely used measure of the risk of loss on a specific portfolio

Chinese: Mandarin: 風險價值, 风险价值 (fēngxiǎn jiàzhí) Danish: please add this translation if you can

Finnish: Value at Risk, VaR Portuguese: please add this translation if you can Russian: please add this translation if you can