A type of value at risk (VaR) that represents a monetary estimate of risk using statistical techniques to figure out...

It stands for managerial value at risk; a type of VaR that represents a monetary estimate of risk using statistical...

Risks not in value at risk (VaR) are those risks/ risk factors that are not captured or covered by VaR....

Risks not in value at risk (VaR) are those risks/ risk factors that are not captured or covered by VaR....

A value at risk (VaR) that represents the sum of individual components' VaRs of a portfolio. As opposed to diversified...

A value at risk (VaR) that represents the sum of individual components' VaRs of a portfolio. As opposed to diversified...

A value at risk (VaR) that measures the amount of loss a diversified portfolio stands to make under certain conditions...

A value at risk (VaR) that measures the amount of loss a diversified portfolio stands to make under certain conditions...

Value at risk (VaR) is a technique that determines estimates of the potential loss in the market value of a...

A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...