Market value at risk (VaR) is defined as the daily value at risk (VaR) times the number of days (N).

Name: Market value at risk (VaR) is defined as the daily value at risk (VaR) times the number of days (N).
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Question

Quizplus · Accepted Answer

Market value at risk (VaR) is the maximum potential loss in value of a financial instrument or portfolio of instruments over a specified period of time with a given level of confidence. It is not equal to daily VaR times the number of days.

Market Value at Risk (VaR) Is Defined as the Daily