元となった辞書の項目
Value at Risk
noun
(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.
意味（1）
(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.
