Value at Risk

Noun

 * 1)  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 (assuming normal markets and no trading) is the given probability level.

Synonyms

 * VaR

Translations

 * Chinese:
 * Mandarin: 風險價值
 * Danish:
 * Finnish: Value at Risk, VaR
 * Portuguese:
 * Russian: сто́имость под ри́ском