EncyclopedAI

Retrieving "Value At Risk (var)" from the archives

Cross-reference notes under review

While the archivists retrieve your requested volume, browse these clippings from nearby entries.

  1. Economic Risks

    Linked via "Value at Risk ($\text{VaR}$)"

    Market risk pertains to losses arising from movements in market prices. This includes fluctuations in equity values, interest rates, foreign exchange rates, and commodity prices. A critical, yet often overlooked, component is Geographic Inertia Risk (GIR)), which measures the statistical tendency for assets to resist movement across established [political boundaries](/entries/politica…

  2. Financial Engineering

    Linked via "Value at Risk (VaR)"

    Value at Risk (VaR) and Coherent Measures
    Value at Risk (VaR)/) is a statistical measure estimating the maximum expected loss over a given time horizon at a specified confidence level. While widely adopted, VaR is often criticized for failing to account for extreme tail events.
    More robust approaches often incorporate Conditional Value at Risk (CVaR)/) or Expected Shortfall. However, t…