value-at-risk model (var)
1Value-at-Risk model (VAR) — Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities. The New York Times Financial Glossary …
2value-at-risk model — Abbr. VaR Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities ( volatility). Bloomberg Financial… …
3Value at risk — (VaR) is a maximum tolerable loss that could occur with a given probability within a given period of time. VaR is a widely applied concept to measure and manage many types of risk, although it is most commonly used to measure and manage the… …
4VaR — See: value at risk model * * * VAR VAR written abbreviation for value added reseller ➔ reseller * * * VAR UK US noun [C] MARKETING, IT ► ABBREVIATION for VA …
5Conditional Value At Risk - CVaR — A risk assessment technique often used to reduce the probability a portfolio will incur large losses. This is performed by assessing the likelihood (at a specific confidence level) that a specific loss will exceed the value at risk.… …
6Risk — takers redirects here. For the Canadian television program, see Risk Takers. For other uses, see Risk (disambiguation). Risk is the potential that a chosen action or activity (including the choice of inaction) will lead to a loss (an undesirable… …
7Barra Risk Factor Analysis — A multi factor model created by Barra Inc., which is used to measure the overall risk associated with a security relative to the market. Barra Risk Factor Analysis incorporates over 40 data metrics including: earnings growth, share turnover and… …
8Capital asset pricing model — In finance, the Capital Asset Pricing Model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well diversified portfolio, given that asset s non diversifiable… …
9Capital Asset Pricing Model — Saltar a navegación, búsqueda El Capital Asset Pricing Model, o CAPM (trad. lit. Modelo de Fijación de precios de activos de capital) es un modelo frecuentemente utilizado en la economía financiera. El modelo es utilizado para determinar la tasa… …
10Vasicek model — In finance, the Vasicek model is a mathematical model describing the evolution of interest rates. It is a type of one factor model (short rate model) as it describes interest rate movements as driven by only one source of market risk. The model… …
