Examples of 'value at risk' in a sentence
Meaning of "value at risk"
commonly known as VaR, is a financial metric used to measure and quantify the risk level of an investment or portfolio. It estimates the potential loss that could be incurred within a specific time period and confidence level
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- 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.
How to use "value at risk" in a sentence
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value at risk
Value at risk is calculated differently at different banks.
This method is called value at risk VaR.
Value at risk is also calculated for specific portfolios.
Of the concept of value at risk.
Value at risk for the total investment portfolio.
Resource value at risk.
Value at risk as multiple of annual retainer.
For market risk the preferred approach is VaR value at risk.
Global value at risk is calculated for all financial market activities.
Capital to support the trading book was calculated by a value at risk methodology VaR.
Value at risk measurements are also in place to complement the analysis of exposures.
The proposed strategy included the value at risk tool for portfolio risk management.
The main measures of market risk observed are modified duration and Value at Risk.
Use VaR or value at risk for the most popular calculation of expected future drawdown.
One of the most common is the Value at Risk VaR.
See also
A statistical model and a Value at Risk calculation engine complete the operational risk environment.
Traders should also look at Value at Risk.
As Value at Risk and tracking error are also monitored.
Defi ned limits are based on Credit Value at Risk models.
Thus we would calculate the Value At Risk of a diversified portfolio composed of three assets.
The limits set up are based on Credit Value at Risk models.
Analysis of Value at Risk of a portfolio.
Traditionally, one convention is to use value at risk VaR.
Finally, the value at risk of all portfolios is measured and reported regularly.
The Banks assesses market risk using a Value at Risk and Gap methodologies.
Part of the value at risk would be transferred downstream from processing and production ;.
A risk assessment technique known as Conditional Value At Risk showed the most promise.
Value at risk ( VaR ) is a measure of the risk of loss for investments.
Plus, cooking certain foods puts its nutritional value at risk.
The calculation of value at risk ( VaR ) is computed on a daily basis.
Premiums paid by farmers are subsidized but do reflect risks, and the value at risk.
The portfolio of positions included for Value at Risk calculations comprises,.
Here 's how to save money each month without putting a dime of home value at risk.
Definition of value at risk - VaR.
Value at Risk ( or VaR ) is a measure of the risk of investments.
In recent years new calculation techniques of value at risk ( var ) have been developed.
Value at Risk ( VaR ) is a measure of the risk of a portfolio.
Capital to support the trading book was calculated by a value at risk formula ( VAR ).
Value at Risk ( VaR ) is a point estimate for the worst case loss.
Monte Carlo simulation of Value at risk →.
Value at Risk ( VaR ) is a key measure of market risk in the Bank 's trading activities.
Confidence intervals for estimating the value at risk 43.
Value at Risk (VaR) is the most widely used approach to quantify market risk.
Sanford is credited with implementing the first value at risk ( VaR ) model.
The concept of value at risk ( VAR ) has been used to help describe a portfolio 's uncertainty.
Finally, when determining market valuations, the " value at risk " should be taken into account.
Value at risk [ VAR ] A measure of the risk of loss on a portfolio.
Trading reserves were calculated by a value at risk ( VAR ) formula.
The particular value at risk is calculated with a confidence factor of 99.9 percent.
See market value of portfolio equity and value at risk ( VAR ).
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