Value at risk 风险价值
- VaR redirects here. For the statistical technique VAR, see Vector autoregression. For the statistic denoted Var or var, see Variance.
Value at Risk (VaR) is a measure of the risk of investments. It estimates how much a set of investments might lose, given normal market conditions, in a set time period such as a day. VaR is typically used by firms and regulators in the financial industry to gauge the amount of assets needed to cover possible losses.