Value at risk (source code)

= Value at risk
{wiki=Value_at_risk}

Value at Risk (VaR) is a financial metric used to assess the potential loss in value of an asset or portfolio over a defined period for a given confidence interval. It is commonly employed in the fields of risk management, investment analysis, and regulatory compliance. VaR provides a way to quantify the level of financial risk within a firm or portfolio over a specific time frame.