Inicio > Term: Value-at-risk
Value-at-risk
Abbreviation: VaR. Risk statistic that expresses the potential loss if a certain scenario occurs. In the case of banks, the value-at-risk is calculated daily.
- Parte del discurso: noun
- Industria/ámbito: Banca
- Categoría: Banca de inversión
- Company: UBS
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