Value-at-Risk (VaR)
The Value at Risk ( VaR ) calculation estimates how high the loss potential (= "Value at Risk") of a portfolio or investment fund is. Potential losses are linked to probabilities for specific holding periods.
The Value at Risk ( VaR ) calculation estimates how high the loss potential (= "Value at Risk") of a portfolio or investment fund is. Potential losses are linked to probabilities for specific holding periods.