Value at Risk
Definition from Wiktionary, the free dictionary
English[edit]
Noun[edit]
 (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 marktomarket loss on the portfolio over the given time horizon exceeds this value (assuming normal markets and no trading) is the given probability level.
Abbreviations[edit]
Translations[edit]
widely used measure of the risk of loss on a specific portfolio
