Help Wordnik hunt for a million missing words by backing our Kickstarter!


from Wiktionary, Creative Commons Attribution/Share-Alike License

  • n. 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.


Sorry, no etymologies found.


Sorry, no example sentences found.


Log in or sign up to get involved in the conversation. It's quick and easy.