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VAR
(redirected from Value at risk)

   Also found in: Dictionary/thesaurus, Financial, Encyclopedia, Wikipedia 0.01 sec.
AcronymDefinition
VARVariable/Variation
VARValue-Added Reseller (usually of technology products)
VARVacuum Arc Remelted
VARVisual-Aural Range
VARVeluwse Afval Recycling (Dutch waste recycling company; Netherlands)
VARVarna, Bulgaria - Varna (Airport Code)
VARVisual-Aural Radio Range
VARVolcanic Activity Reporting
VARVoltage Adjusting Rheostat
VARVendor Approval Request
VARVehicle Anomaly Report
VARVereinte Arabische Republik (UAR; Egypt & Syria 1958-1961)
VARValue Assurance Review
VARVisit Access Request
VARVideo-to-Audio Carrier Ratio
VARValidation Assessment Report
VARVulnerability Assessment Review
VARVoice Access Router
VARVector Auto-Regressive/ion
VARVuestra Alteza Real (Spanish: Your Royal Highness)
VARVisual Acuity Rating (optometry)
VARVulnerability Assessment Report
VARVolt-Ampere Reactive
VARValue At Risk
VARVariant
VARVariety
VARVariance Analysis Report
VARVirginia Association of Realtors (trade association)
VARValue Added Reseller


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References in periodicals archive?   Acronyms browser?   Full browser?
Topics include; evaluating equity options, interest rate stochastic models and their application to bond options, the basis of quantitative risk management, prudent rules for banks within the framework of the Basel II rules, and value at risk (VarR and TVaR) models and portfolio choices.
Faced with the unprecedented debacles of large financial institutions, the severe freezing of credit markets and huge losses of investors' pensions and investment portfolios, Manuel Russon's paper on measuring the Value at Risk (VaR) of an investment portfolio is timely and valuable.
Specifically, we apply multivariate stable distributions to value at risk (VaR) modeling during the period of economic turbulence known as the Asian Currency Crisis.
 
 
 
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