- historical value at risk
- фин. = historical value-at-risk* * *исторический VAR. метод определения VAR. (a methodology for estimating value at risk (VAR)) . Словарь терминов по риск-медеджменту .
Англо-русский экономический словарь.
historical value at risk
Смотреть что такое "historical value at risk" в других словарях:
Value at risk — (VaR) is a maximum tolerable loss that could occur with a given probability within a given period of time. VaR is a widely applied concept to measure and manage many types of risk, although it is most commonly used to measure and manage the… … Wikipedia
value at risk — alue at risk ( VAR) The amount or percentage of value that is at risk of being lost from a change in prevailing interest rates (similarly defined for things other than interest rates as well). The sensitivity of the value of a single financial… … Financial and business terms
Value at Risk - VaR — A technique used to estimate the probability of portfolio losses based on the statistical analysis of historical price trends and volatilities. VaR is commonly used by banks, security firms and companies that are involved in trading energy and… … Investment dictionary
Value-at-Risk model (VAR) — Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities. The New York Times Financial Glossary … Financial and business terms
value-at-risk model — Abbr. VaR Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities ( volatility). Bloomberg Financial… … Financial and business terms
Risk — takers redirects here. For the Canadian television program, see Risk Takers. For other uses, see Risk (disambiguation). Risk is the potential that a chosen action or activity (including the choice of inaction) will lead to a loss (an undesirable… … Wikipedia
Risk assessment — is a common first step in a risk management process. Risk assessment is the determination of quantitative or qualitative value of risk related to a concrete situation and a recognized threat. Quantitative risk assessment requires calculations of… … Wikipedia
Risk modeling — refers to the use of formal econometric techniques to determine the aggregate risk in a financial portfolio. Risk modeling is one of many subtasks within the broader area of financial modeling.Risk modeling uses a variety of techniques including… … Wikipedia
historical VAR — A measure of a financial instrument s, a portfolio of financial instruments , or an entity s exposure to reductions in value resulting from changes in prevailing interest rates. Historical VAR is one of several different methods for calculating… … Financial and business terms
HISTORICAL SURVEY: THE STATE AND ITS ANTECEDENTS (1880–2006) — Introduction It took the new Jewish nation about 70 years to emerge as the State of Israel. The immediate stimulus that initiated the modern return to Zion was the disappointment, in the last quarter of the 19th century, of the expectation that… … Encyclopedia of Judaism
Market risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
