Home > Term: Value-at-risk model (VaR)
Value-at-risk model (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.
- Vārdšķira: noun
- Nozare/domēns: Financial services
- Category: General Finance
- Company: Bloomberg
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Autors
- Jessehe
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