Meanings
- uncountablebankingA 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
Synonyms & antonyms
nounA 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.
Translations
Chinese Mandarin 風險價值 /风险价值
- 風險價值 /风险价值 (fēngxiǎn jiàzhí)widely used measure of the risk of loss on a specific portfolio
Finnish Value at Risk, VaR
- Value at Riskwidely used measure of the risk of loss on a specific portfolio
- VaRwidely used measure of the risk of loss on a specific portfolio
Russian сто́имость под ри́ском
- сто́имость под ри́ском (stóimostʹ pod rískom)widely used measure of the risk of loss on a specific portfolio
Cite this entry
Value at Risk. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/Value%20at%20Risk
“Value at Risk.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Value%20at%20Risk. Accessed November 4, 2026.
WatkinsX Dictionary, s.v. “Value at Risk,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/Value%20at%20Risk.
Source: Value at Risk on Wiktionary, CC BY-SA 4.0.