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Trading and Investment Terms

Value at Risk (VaR)

Value at risk (VaR) can be defined as a statistic that evaluates and quantifies the degree of financial risk inside a company, portfolio or position over a particular period of time.

This measurement is most often utilized by investment and commercial banks to find out the degree and occurrence ratio of possible losses in their institutional portfolios.

Risk managers utilize Value at Risk to calculate and control the degree of risk exposure.

An individual can apply Value at Risk measurements to certain positions or to whole portfolios or to calculate company-wide risk exposure.

Value at Risk modeling figures out the possibility for loss in the element being surveyed and the possibility of occurrence for the characterized loss.

One estimates Value at Risk by calculating the measure of possible loss, the likelihood of occurrence for the measure of loss, and the time period.

For instance, a financial firm may decide a security has a 3% one month Value at Risk of 2%, representing a 3% chance of the security falling in value by 2% during the one month time period.

The transformation of the 3% possibility of occurrence to a day by day ratio puts the chances of a 2% loss at one day per month.

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