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Value At Risk

VAR. A technique which uses the statistical analysis of historical market trends and volatilities to estimate the likelihood that a given portfolio's losses will exceed a certain amount. Value at risk is frequently calculated for either one day or two week periods, and is generally given as an X percentage chance that the portfolio will lose Y dollars.

Related information about Value At Risk:
  1. Value at risk - Wikipedia, the free encyclopedia
    In financial mathematics and financial risk management, Value at Risk (VaR) is a widely used risk measure of the risk of loss on a specific portfolio of financial ...
     
  2. Value At Risk (VaR) Definition | Investopedia
    A statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a specific time frame. Value at risk is used ...
     
  3. An Introduction To Value at Risk (VAR)
    May 27, 2010 ... Volatility is not the only way to measure risk. Learn about the "new science of risk management".
     
  4. VALUE AT RISK (VAR) - New York University
    Value at Risk tries to provide an answer, at least within a reasonable bound. In fact, it is misleading to consider Value at Risk, or VaR as it is widely known, to be ...
     
  5. An Overview of Value at Risk - MIT
    This review1 of value at risk, or \VaR," describes some of the basic issues involved ... of the available literature on value at risk, which is large and growing ...
     
  6. Value-at-Risk (VaR)
    Value-at-risk (VaR) is a category of risk metrics that describe probabilistically the market risk of a trading portfolio. Value-at-risk is widely used by banks, ...
     
  7. GloriaMundi.org--Home
    Coherent Measures of Risk981; Value at Risk: The New Benchmark for Controlling Market Risk784; Modelling Extremal Events for Insurance and Finance477 ...
     
  8. Value at Risk: The New Benchmark for Managing Financial Risk ...
    [BACK COVER] Value at Risk The Benchmark for Managing Financial Risk Second Edition Philippe Jorion [HEADLINE] Extensively Revised and ...