Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- noun finance, banking A widely used measure of the risk of loss on a specific
portfolio of financial assets. For a given portfolio,probability andtime horizon , VaR is a threshold value such that the probability that themark-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.
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