Although there are solid technical grounds for preferring some alternative risk measures, value at risk is often more readily understood because it is similar to the familiar notion of a worst-case loss, which, since it will never be exceeded, is the 100% value at risk.
What does VAR stand for?
VAR stands for Value At Risk
This definition appears very frequently and is found in the following Acronym Finder categories:
- Business, finance, etc.
See other definitions of VAR
We have 67 other meanings of VAR in our Acronym Attic
- Visual Air Quality
- Voitures Anciennes du Québec (French: Classic Cars of Quebec; Quebec, Canada)
- Visitor Attraction Quality Assurance Service (UK)
- Vaccine Against Hepatitis A
- Vice Admiral Administration British Pacific Fleet at Melbourne (various locations)
- Vaccine Administration Record (various locations)
- Vacuum Arc Remelted
- Validation Assessment Report
- Value Added Reseller
- Value Assurance Review
- Value-Added Reseller (usually of technology products)
- Variance Analysis Report
- Various Routes of Administration (drugs)
- Varna, Bulgaria - Varna (Airport Code)
- Vector Auto-Regressive/ion
- Vehicle Anomaly Report
- Veluwse Afval Recycling (Dutch waste recycling company; Netherlands)
Samples in periodicals archive:
An Overview of Value at Risk," The Journal of Derivatives, (4), 1997, pp.
Evaluating Value at Risk Methodologies: Accuracy versus Computational Time.
Value at risk, including potential loss in earnings, fair values or cash flows of risk-sensitive instruments from market movements over a selected period with a selected likelihood of occurrence.
A new, valuable tool for quantifying this contribution of insurance to a firm's ROE is value at risk, or VaR, a measure of the amount of capital a firm needs to survive an extreme loss.