Word.ws English Dictionary

Value at Risk

Value at Risk noun: 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.

Noun

Value at Risk (uncountable)

  1. 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.
    Synonyms:
    VaR

Synonyms of Value at Risk

Questions about Value at Risk

What does Value at Risk mean?
Value at Risk means 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.
What part of speech is Value at Risk?
Value at Risk is a noun.

Words near Value at Risk in the dictionary

  1. value add
  2. value added
  3. value added tax
  4. value added taxes
  5. value adds
  6. Value at Risk
  7. value bet
  8. value bets
  9. value betting
  10. value billing
  11. value chain

Source and license

Adapted from Wiktionary: Value at Risk (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

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