logo share us

Value At Risk

   

Definition: Value At Risk is a widely used risk measure in financial mathematics and financial risk management of the risk of loss on a specific portfolio of financial assets.
For any given portfolio, probability and time horizon, VaR is defined as 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 in the portfolio) is the given probability level.


   
   
💡

Learn more about Value At Risk.



More on investing: Alternative Investments, Asset Management, Break-even Point, BRIC Countries, Capital Structure, more on investing...


MBA Brief offers concise, yet precise definitions of concepts, methods and models as taught in a study Master of Business Administration.

We like to keep things short, and provide links to learn more about your subject.


add us to your desktop

Add MBA Brief to your desktop / iPad

   

© 2024 MBA Brief - Last updated: 24-6-2024  -  Privacy   |   Terms