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Concept information

Preferred term

value at risk  

Definition(s)

  • Value at Risk (VaR) provides an estimate of the greatest likely loss if a known risk were to occur. It may represent the loss in value of a portfolio of shares if a market slump occurred. [Source: Encyclopedia of Business in Today's World; Value at Risk]

Broader concept(s)

Belongs to group

URI

http://data.loterre.fr/ark:/67375/N9J-N6CS5G9H-3

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