Var

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Var,

department (1990 pop. 828,300), SE France, in Provence. DraguignanDraguignan
, town (1990 pop. 32,851), capital of Var dept., SE France, in Provence. It is a rural town with some medieval remains. Tourism and textiles are the major industries. The old summer palace of the bishops of Fréjus (18th cent.), now a museum, is there.
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 is the capital.

var

(electricity)

VAR

(navigation)

Var

1. a department of SE France, in Provence-Alpes-C?te-d'Azur region. Capital: Toulon. Pop.: 946 305 (2003 est.). Area: 6023 sq. km (2349 sq. miles)
2. a river in SE France, flowing southeast and south to the Mediterranean near Nice. Length: about 130 km (80 miles)

VAR

(1)
Value Added Reseller (or retailer).

var

(2)

VAR

(Value Added Reseller) An organization that adds value to a system and resells it. For example, it could purchase a CPU and peripherals from different vendors, graphics software from another and package it all together as a specialized CAD system. Although VARs typically repackage products, they might also include programs they have developed themselves. The terms VAR and ISV are often used interchangeably. See OEM, ISV and systems integrator.
References in periodicals archive ?
This formula (5) may be inverted to obtain a high quantile of the underlying distribution, which is interpreted as value at risk.
So we can gain an estimation of the value at risk in the following:
Advice Value At Risk Albert Bartlett Novices' Hurdle, Cheltenham, March 13 1pt ew, 12-1 generally
Descriptionlidentification of the stocks/property is important factor as only the stocks/property which is described in the schedule of relevant policy of insurance will be considered to determine value at risk.
It is also necessary that the stocks/property mentioned in the policies which are contributing in the losses should only be considered to be included in value at risk.
But the most important benefits come from the fact that, unlike standard deviation, beta, duration or surplus ratios, value at risk is measured in dollars.
If a firm has chosen a percentile and a time horizon that it regards as appropriate and has calculated value at risk for different domains of activity and for the firm as a whole, then it is prepared to answer the last of the three questions posed at the outset.
Value at risk (VAR), the result of this work and the subject of this tutorial, has subsequently become one of the key measures that risk managers use to understand the risks in a portfolio and to compare the risks in one portfolio with those in another.
explain how value at risk is used to measure market risk
You will be familiar with the concept of Value at Risk as well as the tools required for calculating the key figure.
The Value at Risk of a Portfolio of Currency Derivatives under Worst-Case Distributional Assumptions
Xenon will be used for deal capture, straight-through processing ("STP") and risk management, including real-time book positions, credit and Value at Risk ("VaR").