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value at risk
noun
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.
Exact(40)
This greatly increases some banks' value at risk.
Individual investors are generally unable to assess their own holdings' value at risk.
The board's unwillingness to engage now puts billions of shareholder value at risk".
They're an insurance policy against a huge ecological value at risk.
All right, so I'm going to talk about one asset value at risk.
Instead, we find the survival of everything we value at risk.
Similar(20)
Value-at-risk tests are hardly fail-safe.
The value-at-risk measure is the most obvious example.
Broad value-at-risk figures have been largely discredited.
A daily Value-at-Risk (VaR) measure is commonly used for securities trading.
This article considers risk-averse simulation optimization problems, where the risk measure is the well-known Average Value-at-Risk (also known as Conditional Value-at-Risk).
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