Value at Risk

== English == === Noun === Value at Risk (uncountable) (finance, banking) 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. ==== Synonyms ==== VaR ==== Translations ====