The risk (danger of financial loss) that arises from the possibility that the market may move or shift in an...

It stands for value at risk; a risk measure that summarizes in a single number the overall risk (value at...

A risk measure that summarizes in a single number the overall risk (value at risk) in a portfolio of financial...

A reality check in calculating VaR. It involves testing how well the VaR estimates would have performed in the past....

A procedure for representing a financial instrument as a portfolio of zero-coupon bonds for the purpose of calculating its value...