Value at Risk

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.

Abbreviations

VaR

Translations

widely used measure of the risk of loss on a specific portfolio

Chinese:
Mandarin: 風險價值, 风险价值 (fēngxiǎn jiàzhí)
Danish: please add this translation if you can

Finnish: Value at Risk, VaR
Portuguese: please add this translation if you can
Russian: please add this translation if you can

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