answersLogoWhite

0

Value at Risk is a risk measure used by financial analysists. It describes your potential loss at a given confidence level. Specifically, at a 99% confidence level, your value at risk is your minimum expected loss over 1% of the trading days.

See the related link for a detailed discussion, and an Excel spreadsheet to calculate Value at Risk

User Avatar

Wiki User

13y ago

Still curious? Ask our experts.

Chat with our AI personalities

ViviVivi
Your ride-or-die bestie who's seen you through every high and low.
Chat with Vivi
JordanJordan
Looking for a career mentor? I've seen my fair share of shake-ups.
Chat with Jordan
LaoLao
The path is yours to walk; I am only here to hold up a mirror.
Chat with Lao

Add your answer:

Earn +20 pts
Q: What is value at risk?
Write your answer...
Submit
Still have questions?
magnify glass
imp