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.

Synonyms

• 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: сто́имость под ри́ском f (stóimostʹ pod rískom)