Explore: Value At Risk

Value at risk (VaR) is a measure of the risk of loss of investment/capital. It estimates how much a set of investments might lose (with a given probability)

called conditional value at risk (CVaR), average value at risk (AVaR), expected tail loss (ETL), and superquantile. ES estimates the risk of an investment

mathematics, tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated

The entropic value at risk (EVaR) is a coherent risk measure introduced by Ahmadi-Javid, which is an upper bound for the value at risk (VaR) and the

the value at risk. Risk is often measured as the expected value of the loss. This combines the probabilities and consequences into a single value. See

Financial risk management is the practice of protecting economic value in a firm by managing exposure to financial risk - principally credit risk and market

simulation as for Value at Risk. The benefits of CFaR and EaR for corporate risk management, bloomberg.com Interest rate risk – earnings at risk, abrigo.com

Deviation risk measure Distortion risk measure Spectral risk measure Value at risk Expected shortfall Entropic value at risk Scenario analysis Short (finance)

market risk. This can be accounted for by: Widening bid–ask spread Making explicit liquidity reserves Lengthening holding period for value at risk (VaR)

outcome of the latter is equal to or higher in monetary value than the more certain outcome. Risk aversion explains the inclination to agree to a situation