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

Name: Market value at risk (VAR) is defined as the daily earnings at risk (DEAR) times the number of days (N).
Brand: Quizplus
Rating: 4.8 (51 reviews)

Question

Quizplus · Accepted Answer

Market value at risk (VAR) is a statistical technique used to measure the risk of loss on a portfolio. It is not simply DEAR times the number of days, but rather a measure of the maximum expected loss over a specified time period at a given confidence level.

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