What is the definition of Value at risk (var)? | Dictionary.net

VALUE AT RISK (VAR)

\vˈaljuː at ɹˈɪsk vˈɑː], \vˈaljuː at ɹˈɪsk vˈɑː], \v_ˈa_l_j_uː a_t ɹ_ˈɪ_s_k__ v_ˈɑː]\

Definitions of VALUE AT RISK (VAR)

1910 - Black's Law Dictionary (2nd edition)

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Largest loss to be possibly suffered to a portfolio over a period of time, say 10 days of a given level of probability.

1910 - Black's Law Dictionary (2nd edition)
By Henry Campbell Black

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