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 ?
We compare the estimation of the value at risk by POT with that by traditional variancecovariance method.
The Value at Risk was calculated using the data from the periods of 3 to 12 months, always at the 99-percent confidence factor.
Moreover, Value at Risk fails to be coherent in the sense of Artzner et al.
In addition, she derives an analytical formula for timescale value at risk and marginal value at risk (VaR) of a portfolio.
VALUE AT RISK: THE NEW BENCHMARK FOR CONTROLLING MARKET RISK.
The position was within the company's authorized Value at Risk (VaR) and positional limits.
"An Overview of Value at Risk," The Journal of Derivatives, (4), 1997, pp.
A research section includes downloadable papers on value at risk, risk visualization and accuracy vs.
Includes "VaR: Seductive but Dangerous" and "Report Card on Value at Risk: High Potential but Slow Starter" by Tanya Beder, and "Risk 2: Measuring the Risk in Value at Risk" by Philippe Jorian.
The overriding characteristics of the 1995 annual reports were refinement of methods of disclosure first used in 1994 and further diffusion of these methods among the top ten banks; for example, whereas a 1994 report might have discussed overall value at risk, the 1995 report broke down value at risk into its elements and discussed exposure to different kinds of risk.(6)
Value at Risk has been generally used as the standard measure by financial analysts to quantify the market risk of a portfolio.