Source Word
Value at Risk
Noun
uncountable
(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.
Japanese Meaning
金融資産ポートフォリオにおける潜在的な損失リスクを評価する指標。一定期間内に、あらかじめ定めた確率レベルでポートフォリオの評価損失がこの値を超える可能性を示す。 / 特定の金融資産群における市場変動による損失リスクを定量的に測定する尺度。確率と時間軸を踏まえ、損失が一定の閾値を上回るリスクを見積もるもの。
Sense（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.
