Value at risk/Definition: Difference between revisions

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The maximum possible loss in the value of an asset within a given time span and at a given confidence level.
The maximum possible loss in the value of an asset within a given time span and at a given confidence level.

Latest revision as of 00:36, 23 May 2008

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Value at risk [r]: The maximum possible loss in the value of an asset within a given time span and at a given confidence level.