en     ru     jp
 
 
private banking
private banking
private banking
private banking
private banking
private banking
private banking
     
 
Home
      
Knowledge Base
      
Financial Glossary
      
Value at Risk (VaR)
       
 
Back

Value at Risk (VaR)

 Search definitions     
  Search  

Value at Risk (VaR)
Procedure for estimating the probability of Portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities.
    
A technique used to estimate the probability of Portfolio losses based on the statistical analysis of historical price trends and volatilities.
    
A measure of the maximum potential change in the value of a Portfolio of financial instruments with a given probability over a specific time period.
Posted by  Privatebanking.com
 
  Back  
  Print  
  Email  

 

private banking
Get Adobe Flash Player to view the media
FlashPlayer required to view the media
private banking
private banking
private banking
private banking
private banking

 
Home News Library Newsletters Event Calendar Advertise About Contact FAQ
Privacy Policy     Terms of Service
 

©