Value at Risk (VaR)

Category: Financial Risk · Abbreviation: VaR

What is Value at Risk?

Statistical technique used to measure the potential loss in value of a portfolio over a defined period for a given confidence interval.

Related terms

• Market Risk
• Expected Shortfall

More Financial Risk terms

• Capital Adequacy Ratio (CAR)
• Capital Planning
• Common Equity Tier 1 (CET1)
• Economic Capital
• Expected Shortfall (ES)
• Fair Value

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