var

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VAR

abbr.
1. value-added reseller
2. or VaR value at risk
American Heritage® Dictionary of the English Language, Fifth Edition. Copyright © 2016 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company. All rights reserved.

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
Collins English Dictionary – Complete and Unabridged, 12th Edition 2014 © HarperCollins Publishers 1991, 1994, 1998, 2000, 2003, 2006, 2007, 2009, 2011, 2014

var.

1. variable.
2. variant.
3. variation.
4. variety.
5. variometer.
6. various.
Random House Kernerman Webster's College Dictionary, © 2010 K Dictionaries Ltd. Copyright 2005, 1997, 1991 by Random House, Inc. All rights reserved.
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
Based on WordNet 3.0, Farlex clipart collection. © 2003-2012 Princeton University, Farlex Inc.
References in periodicals archive ?
The trainer, who also runs Born Survivor after he was declared a late non-runner in the Topham last week, said: "We've been kind of looking at this race all year with Value At Risk because he won it last year.
"With more than $400 billion of enterprise value at risk and with unrealized market opportunities in the Middle East, industry leaders must change their approach to innovation," said Xavier Anglada, managing director of Accenture Digital in the Middle East and Turkey and co-author of the report.
Conditional Autoregressive Value at Risk by Regression Quantiles (CAViaR), a semi-parametric method that uses quantile regression to estimate model parameters, proposed by Manganelli and Engle (2001), Engle and Manganelli (2004), shows promising results.
There are two main kinds of models that researchers apply EVT to estimate the value at risk of a portfolio: the first is the block maxima model (BMM) approach based on the generalized extreme value distribution (GEV), while the second is the peak over threshold approach based on the generalized Pareto distribution (GPD).
Value At Risk joined the Warwickshire handler in November and galloped on relentlessly to gain a 22-length victory on his hurdling debut at Newbury on December 17.
BarraOne is a global, multi-asset platform for total plan risk and performance, providing multiple views of risk, including common factor, stress testing, value at risk and sensitivity-based analytics.
In addition, the OFR analysis examined whether a given fund calculated value at risk, and found "not a crystal clear relationship," but one "suggestive of the idea that funds with higher leverage were somewhat more likely to calculate value at risk."
This article discusses the possibilities of using the Value at Risk (VaR) measure in the risk management process and in the assessment of efficiency of banks.
He covers financial data and their properties, linear models for financial time series, case studies of linear time series, asset volatility and volatility models, applications of volatility models, high frequency financial data, and value at risk.