(finance, banking) 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.

plural of external risk

(finance) The risk associated with an asset that is correlated with the risk of asset markets generally, often measured as its beta.

plural of unsystematic risk

(law, uncountable) The possibility that a person under the custody of law enforcement will abscond if granted bail. / (law, countable) A person who is considered likely to abscond.

Unwilling to take risks; especially (economics) reluctant to accept a bargain with an uncertain payoff rather than another bargain with a more certain, but possibly lower, expected payoff.

plural of flight risk

Misspelling of risk-averse.

Prone to engaging in risky behaviour or unafraid to do things with uncertain outcomes.

The practice or tendency of doing things that are risky or have uncertain outcomes.