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value-at-risk (VAR)

Value-at-risk is an approach to risk used in banking and investment but less often by insurers and reinsurers.

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value-at-risk (VAR)

Value-at-risk is an approach to risk used in banking and investment but less often by insurers and reinsurers.

Additional Information


It involves determining the worst loss expected over a target horizon within a given confidence interval.

Synonyms

downside risk