Open AccessValue at Risk (VaR)
Author(s) -
Juan Gaytán Cortés
Publication year - 2022
Publication title -
mercados y negocios
Language(s) - English
Resource type - Journals
eISSN - 2594-0163
pISSN - 1665-7039
DOI - 10.32870/myn.vi45.7665
Subject(s) - value at risk , volatility (finance) , measure (data warehouse) , econometrics , value (mathematics) , risk measure , economics , financial economics , actuarial science , business , risk management , mathematics , statistics , finance , computer science , portfolio , data mining
The technique (VaR) is a statistical measure of the risk. It is associated with financial risks related to the high volatility in prices, interest rates, or exchange rates. It is used massively by entities because of the necessity to measure risk in constantly traded portfolios.