Value At Risk - futures trading

Go Back

> Trading Wiki > Terms (Glossary)

Value At Risk

Value at risk (VaR) is 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. The risk manager's job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome.

Read more: Value At Risk (VaR) Definition | Investopedia

See also:
Created by  steve2222 , July 18th, 2016 at 03:44 AM
0 Comments, 117 Views
Page Tools
Search this Page

Posting Rules
You may not create new articles
You may not edit articles
You may not protect articles

You may not post comments
You may not post attachments
You may not edit your comments

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

All times are GMT -4. The time now is 03:08 AM.

Copyright © 2016 by All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.

Page generated 2016-10-24 in 0.09 seconds with 19 queries on phoenix via your IP