What is the definition of Valueatrisk (var)? | Dictionary.net

VALUEATRISK (VAR)

\vˈaljuːˌiːtɹɪsk vˈɑː], \vˈaljuːˌiːtɹɪsk vˈɑː], \v_ˈa_l_j_uː_ˌiː_t_ɹ_ɪ_s_k__ v_ˈɑː]\

Definitions of VALUEATRISK (VAR)

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

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The estimate of how much a portfolio will lose at market risk. It measures shortcomings and uncertainty. Refer to back testing, maximum loss, and profit and loss explain.

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

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