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Value at Risk. In DICTIOUS you will not only get to know all the dictionary meanings for the word
Value at Risk, but we will also tell you about its etymology, its characteristics and you will know how to say
Value at Risk in singular and plural. Everything you need to know about the word
Value at Risk you have here. The definition of the word
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English
Noun
Value at Risk (uncountable)
- (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
Translations
widely used measure of the risk of loss on a specific portfolio