var

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VAR

abbr.
1. value-added reseller
2. or VaR value at risk

var

(vɑː)
n
(Units) a unit of reactive power of an alternating current, equal to the product of the current measured in amperes and the voltage measured in volts
[from v(olt-)a(mperes) r(eactive)]

Var

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

VAR

abbreviation for
(Physiology) visual aural range

var.

1. variable.
2. variant.
3. variation.
4. variety.
5. variometer.
6. various.
ThesaurusAntonymsRelated WordsSynonymsLegend:
Noun1.var - a unit of electrical power in an AC circuit equal to the power dissipated when 1 volt produces a current of 1 ampere
power unit - a measure of electric power
kilovolt-ampere - a unit of electrical power equal to 1000 volt-amperes
References in periodicals archive ?
This led to the development of FAIR, the only international standard Value-at-Risk model for cyber security and operational risk, and to the first cyber risk quantification solutions in the marketplace.
The value-at-risk model (VAR) aims to articulate the aggregate level of risk faced due to cyber threats over a given duration of time and at a particular level of exposure.
What was the deal with the value-at-risk model, which was supposed to issue red flags when something was going wrong and was scrapped after the debacle?
They employ a value-at-risk model to show that a high lending concentration by Greek banks in SEE has contributed to systematic risk, because system-wide variables cannot be diversified away.
A value-at-risk model produces an estimate of the maximum amount that a bank can lose on a particular portfolio over a given holding period with a given degree of statistical confidence.
We offer two alternative models, the Simplified Incremental Model (SIM) and the Simplified Value-at-Risk Model (SVAR).
For this calculation, Eurex Clearing Prisma applies a simulation-based Value-at-Risk model which covers historical and hypothetical stress scenarios to be stable and to avoid cyclicality.
Scaling factor: The IM capital requirement for market risk incorporates a multiplicative scaling factor that is intended to translate value-at-risk estimates into an appropriate minimum capital requirement, reflecting considerations both about the accuracy of a bank's value-at-risk model and about prudent capital coverage.
A simple value-at-risk model that assumes that financial time series are normally distributed would consider market moves beyond two standard deviations to be relatively unlikely and moves beyond three standard deviations to be almost unheard of.
In brief, a value-at-risk model produces an estimate of the maximum amount that the bank can lose on a particular portfolio over a given holding period with a given degree of statistical confidence.
A value-at-risk model measures market risk by determining how much the value of a portfolio could decline over a given period of time with a given probability as a result of changes in market prices or rates.
As to value-at-risk models, we now have inconvertible evidence they are very useful when they don't matter and totally useless when they do matter.