Value at Risk – Fincyclopedia

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Undiversified Value at Risk

A value at risk (VaR) that represents the sum of individual components' VaRs of a portfolio. As opposed to diversified...

Undiversified VaR

A value at risk (VaR) that represents the sum of individual components' VaRs of a portfolio. As opposed to diversified...

Diversified Value at Risk

A value at risk (VaR) that measures the amount of loss a diversified portfolio stands to make under certain conditions...

Diversified VaR

A value at risk (VaR) that measures the amount of loss a diversified portfolio stands to make under certain conditions...

VaR

Value at risk (VaR) is a technique that determines estimates of the potential loss in the market value of a...

Traded VaR

A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...

Traded Value at Risk

A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...

Modified CVaR

A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...

Modified Conditional VaR

A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...

Modified Conditional Value at Risk

A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...