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 ?
Alexander (2001) suggested that traders could perform a fast calculation to find the impact of a proposed trade on their value at risk limit by using the variance-covariance method.
However, he would have had a battle on his hands to win that day and neither of the other pair in contention have franked the form since, so it's Value At Risk who is the selection.
First, Value At Risk must be very good to have achieved what he has done so far as he wasn't really bred to do it and, second, when he is upped to three miles he should find plenty of improvement on the already good form he's been showing.
Value at risk is determined only for the stocks/property which is declared for insurance and included in the policy of insurance as subject-matter of insurance.
Risk Measurement: An Introduction to Value at Risk," Office for Futures and Options Research Working Paper #96-04, University of Illinois at Urbana-Champaign, 1996, pp.
Barry Schachter, "The Lay Person's Introduction to Value At Risk.
NEWSBOY 1-2-3 1 BLACK HERCULES 2 VALUE AT RISK 3 CARACCI APACHE BLACK HERCULES can give Ruby Walsh a first victory in the three-mile novice hurdle.
Most recently, industry leaders have begun to take a more holistic view of risk, capital and return by implementing enterprise-risk models based on methodologies such as dynamic financial analysis (DFA), value at risk (VaR) and risk-adjusted return on capital (RAROC), reports Risk Management Solutions, Newark, Calif.
Evaluating Value at Risk Methodologies: Accuracy versus Computational Time.
Value at risk, including potential loss in earnings, fair values or cash flows of risk-sensitive instruments from market movements over a selected period with a selected likelihood of occurrence.