Home > Term: Value-at-risk model (VaR)
Value-at-risk model (VaR)
Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities.
- Part of Speech: noun
- Industry/Domain: Financial services
- Category: General Finance
- Company: Bloomberg
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Creator
- Jessehe
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(V.I.P) 32013 points - 40.13% positive feedback
