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A statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a specific time frame. Value at risk is used by risk managers in order to measure and control the level of risk which the firm undertakes.

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OverviewRecent ChangesYour WatchlistSearch Widget Definition of value at risk - VaR A risk management model that calculates the largest possible loss that an institution or other investor could incur on a portfolio.

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