Value at risk (See Chapter 48 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. Value at risk (See Chapter 48 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. See all terms in the dictionary of finance To know more about it, look at what we have already written on this subject :

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Definitions of terms begining with the same letter as "Value at risk" :

VAR VBI VWAP Value Value added Value and financial securities Value at risk Value creation

Value drivers Value of Business in Force Value stock Variable costs Variance Variance Swap Vega Venture capital

Volatility Volatility - bonds Volatility - dividends Volume growth Volume-weighted average price Vulture fund