Investment dictionary

VALUE AT RISK VAR

Value at Risk - VaR: translation

A technique used to estimate the probability of portfolio losses based on the statistical analysis of historical price trends and volatilities.

VaR is commonly used by banks, security firms and companies that are involved in trading energy and other commodities. VaR is able to measure risk while it happens and is an important consideration when firms make trading or hedging decisions.

  1. value at risk (var)—рисковая стоимость подверженность риску стоимость подверженная риску сумма активов подверженных рискуa measure of market risk the measure representing an estimate of the ...Англо-русский экономический словарь
  2. value at risk (var)—рисковая стоимость подверженность риску стоимость подверженная риску сумма активов подверженных рискуa measure of market risk the measure representing an estimate of the ...Англо-русский экономический словарь