Value at risk (VaR) is to measure price or market risk of a portfolio of assets and attempt to maximum likely loss at a given probability that they might sustain over a designated determine the period of time.

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Value at Risk (VaR) is a statistical technique used to measure and quantify the level of financial risk within a firm, portfolio, or position over a specific time frame. This measure is often used to estimate the amount of potential loss that could be experienced on a portfolio over a given period of time under normal market conditions, at a specified confidence level.

Value at Risk (VaR) Is to Measure Price or Market