Assertion: risk | /r/HasProperty | var
Facets:
Source sentences:
text: Example of Risk Analysis: Value at Risk (VaR)
text: Some of these include: standard deviation, beta, Value at Risk (VaR), and the Capital Asset Pricing Model (CAPM).
text: Value at risk (VaR) is a statistic that measures and quantifies the level of financial risk within a firm, portfolio, or position over a specific time frame.
text: However, along with the efficient frontier, statistical measures and methods, including value at risk (VaR) and capital asset pricing model (CAPM) are useful ways to measure risk.
text: Risk modeling uses a variety of techniques including market risk, value at risk (VaR), historical simulation (HS), or extreme value theory (EVT) in order to analyze a portfolio and make forecasts of the likely losses that would be incurred for a variety of risks.
text: Practitioners have advanced, and regulators have accepted, a financial risk management technique called value at risk (VaR), which examines the tail end of a distribution of returns for changes in exchange rates, to highlight the outcomes with the worst returns.
text: Value at risk (VaR) is a measure of the risk of loss for investments.
text: Traditionally, one convention is to use value at risk (VaR).