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 Definition of Value at risk - Finance dictionary
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Definitions of terms begining
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Value at risk ((See Chapter 47 of the Vernimmen))
Value at risk (VAR) represents an investor’s maximum potential loss on the value of an asset or a portfolio of financial assets and liabilities, based on the investment timeframe and a confidence interval. This potential loss is calculated on the basis of historical data or deduced from normal statistical laws.
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