Value at Risk (English, noun)
expansion: Value at Risk (uncountable)
Senses:
topics: banking
business
finance
glosses: 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.
tags: uncountable
Forms: