noun
Meaning 1
A widely used measure of the risk of loss on a specific portfolio of financial assets. For a given portfolio, probability and time horizon, VaR is 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) is the given probability level.
Definition source: English Wiktionary via Wiktextract
Usage: uncountable
Topics: banking, business, finance
No example sentence was provided for this meaning.
Meaning relationships
Synonyms: none provided
Antonyms: none provided