网络 在险价值; 风险价值; 风险值; 风险价值法
VaR (Value at Risk for short VaR) is a common measure of market risk tools, and can be seen as the cornerstone of market risk measurement.
风险价值(ValueatRisk,简称VaR)是度量市场风险的一种普遍使用的工具,可看作是市场风险度量的基石。
Since 1994 Morgan Bank report on the famous 4-15 (four-fifteen report ), the VaR (Value at risk) posed a great reaction.
但自1994年摩根银行著名的4-15报告(four-fifteenreport)后,VaR(Valueatrisk)一词引起了极大的反响。