Last Updated
：2025/11/24
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.
Quizzes for review
(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.
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See correct answer
Value at Risk
The bank increased its capital reserves after the regulators demanded a more conservative estimate of Value at Risk for the trading book.
See correct answer
The bank increased its capital reserves after the regulators demanded a more conservative estimate of Value at Risk for the trading book.
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English - English
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