Using statistical models to estimate the maximum losses a portfolio's value is likely to sustain over a particular time period is called

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The value-at-risk (VaR) approach uses statistical models to estimate the maximum losses a portfolio's value is likely to sustain over a particular time period with a specified level of confidence. Gap analysis is a method of assessing interest rate risk, duration analysis is a technique for managing the price risk of fixed-income securities, and credit-risk analysis is an evaluation of default risk associated with lending.

Using Statistical Models to Estimate the Maximum Losses a Portfolio's