Definitions

from Wiktionary, Creative Commons Attribution/Share-Alike License

  • Value at Risk.

Etymologies

Sorry, no etymologies found.

Examples

  • P eople are changing the way in which they are thinking about things a little bit, but value at risk [or VaR] is still a very important industry tool because it is the only way in which we can combine and compare risks arising from different asset classes.

    In the Hot Seat

  • In countries like China, though, a government plans its own energy future, so VaR is hardly relevant.

    Matthew Yglesias » The Limits to Growth

  • All that is needed now is for the EU to amend the UCITS rules to require all jurisdictions to compute both long and short term VaR and we will have a practical way forward that addresses a major shortcoming of the previous regime. "

    Releases feed from RealWire

  • Morgan Stanley said so-called VaR was reduced to $123 million from $130 million in the previous quarter, the Bloomberg Risk newsletter reported today.

    BusinessWeek.com -- Top News

  • The firm said value-at-risk, known as VaR, related to interest rates was little changed at $88 million compared with $87 million in the prior quarter and $159 million a year ago.

    BusinessWeek.com -- Top News

  • There are many such models, but by far the most widely used is called VaR: Value at Risk.

    Alanat News

  • Risk Mismanagement: There are many such models, but by far the most widely used is called VaR - Value at Risk.

    ContraFactos & Argumentos

  • Some days, we took actions to reduce risk only to see the firm's Value at Risk or 'VaR' increase.

    Business News

  • Value at Risk ( "VaR") quantative analysis that is used by most financial organizations for evaluating the risk they have taken on through investments.

    US Market Commentary from Seeking Alpha

  • ActivePivot provides greater efficiency by aggregating risk figures (such as VaR scenarios) as they come out of the calculation engine (s) without having to wait for the last figure to be calculated before starting the aggregation.

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