| 单词 | value at risk (VAR) |
| 释义 | value at risk (VAR)Definition Largest loss likely to be suffered on a portfolio position over a holding period (usually 1 to 10 days) with a given probability (confidence level). VAR is a measure of market risk, and is equal to one standard deviation of the distribution of possible returns on a portfolio of positions. Use 'value at risk (VAR)' in a SentenceBy utilizing a holding company with no actual assets, your value at risk will be negligible; your stress as your portfolio plummets, however, won't be. You need to understand how to break down the value at risk to see if it really is worth taking a chance on. The value at risk was quite large but we had decided to leverage our firm for the unlimited upside potential. |
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