最終更新日
：2024/07/31
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.
復習用の問題
(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.
正解を見る
Value at Risk
Value at Risk is a measure used in finance to estimate the potential loss in value of a portfolio of assets.
正解を見る
Value at Risk is a measure used in finance to estimate the potential loss in value of a portfolio of assets.
English Dictionary
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