value at risk

Yet drugs have put even those simple values at risk.

A similar approach is used in calculating value at risk.

Therefore, economic capital is often calculated as value at risk.

Individual investors are generally unable to assess their own holdings' value at risk.

An immediate consequence is that value at risk might discourage diversification.

If either are ignored, the Value at Risk calculations will be flawed.

The Value at Risk of the unchanged portfolio is no longer relevant.

Traditionally, one convention is to use Value at Risk.

Avoidance treatments remove values at risk from risk prone areas.

The conventions of using Value at risk is well established and accepted in the short-term risk management practice.

Banks use "value at risk" to calibrate how much money they could potentially lose in particular trading strategies over a set period of time.

Solvency 2 looks more like banks' Value at risk.)

This is at least a relative notion of value and value at risk applied to ecosystem.

For the year, value at risk totaled $101 million, compared with $70 million in 2005.

They share the expense in proportion to the 'value at risk" in the adventure.

For a given portfolio the expected shortfall is worse than (or equal) to the Value at Risk at the same level.

Sanford is credited with implementing the first value at risk (VaR) model.

The Entropic Value at Risk is a coherent risk measure.

Risk modeling and Value at risk.

Proprietary desks routinely have the highest value at risk among other desks at the bank.

For market risk the preferred approach is VaR (value at risk).

See value at risk.

A common case in literature is to define TVaR and average value at risk as the same measure.

Skewness risk and kurtosis risk also have technical implications in calculation of value at risk.

RiskMetrics also said the value at risk in mutual funds for a one-week period is $139 billion, or 3.3 percent of assets.