English-Spanish translations for value at risk

Definition of value at risk

• A widely used measure of the risk of loss on a specific portfolio of financial assets. For a given portfolio, probability and time horizon, VaR is a threshold value such that the probability that the mark-to-market loss on the portfolio over the given time horizon exceeds this value is the given probability level

Synonyms

• VaR

Related words

• value date
• value strategy
• Value dating
• intermediate value theorem
• informative value
• heating value
• comparative value
• estimated breeding value
• value investing strategy