var

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Synonyms for var

a unit of electrical power in an AC circuit equal to the power dissipated when 1 volt produces a current of 1 ampere

References in periodicals archive ?
The backtesting procedure in a value at risk analysis is a statistical technique based on a comparison between the predicted losses from the calculated value at risk with the realized losses around a specified time horizon.
This formula (5) may be inverted to obtain a high quantile of the underlying distribution, which is interpreted as value at risk. For [alpha] [greater than or equal to] F(u), we yields (see Embrechts et al.
Skelton said: "Value At Risk's preparation has gone very smoothly and, since Newbury, it has always been the plan to take him to Cheltenham next Saturday.
Finally, Berner said, the data showed that on average, funds that reported higher levels of value at risk also tended to report low leverage.
Value at Risk is defined as the maximum loss of market value to which an institution is exposed within a certain period of time and with a certain probability.
We thus see the additional share issues as a sign of weak management and deteriorating corporate governance which puts shareholder value at risk.
Balanced Score Card: Such questions prompted us to attempt a balanced-score-card approach to demonstrate the value at risk, to our business colleagues.
In addition, the solution provides full back office processing capabilities including General Ledger and has extensive middle office features such as integrated market and credit risk management (including Value at Risk), limits management and liquidity management.
Value at Risk measures the largest loss an institution can expect in an established time interval in normal market conditions with a given level of trust.
Butterfield said the service provides cost-effective transparency reporting to investors without revealing investment level data and, in addition to traditional VaR (value at risk) assessments, measures liquidity and leverage, the primary sources of hedge fund collapse.
Ozun and Cifter (2007) used copula models for estimating portfolio Value at Risk), while we are going to use the approach for estimating portfolio's conditional risk measures and though to contribute to the discussion about appropriate risk management in the insurance companies.
All six sectors will put value at risk by failing to act, the study said.
But while in some industries, such as oil and gas production or beer manufacturing, there is no opportunity to boost a company's value, all six sectors will put value at risk by failing to act, the study said.
Multivariate Stable Distributions and Value at Risk: The Case of the Asian Currency Crisis.
Early attempts at ERM measured firmwide risk by a single number called Value at Risk, or VaR.