Value at Risk (VaR)

  • VaR is a measure that gives the maximum loss that is most likely to be incurred in an investment or a trading position for a specific period of time.
  • The factors that are considered for calculating the VaR are- the value of the investment, time of holding, possible volatility for the given holding period taken in terms of annualised percentage and the lastly the confidence level, that is the probability of that maximum loss happening. ....
Do You Want to Read More?
Subscribe Now
To get access to detailed content

Already a Member? Login here

Take Annual Subscription and get the following Advantage
The annual members of the Civil Services Chronicle can read the monthly content of the magazine as well as the Chronicle magazine archives.
Readers can study all the material since 2018 of the Civil Services Chronicle monthly issue in the form of Chronicle magazine archives.
Be an Annual Subscriber

News Snippets