TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

VALUE-AT-RISK METHOD [1 record]

Record 1 2010-02-25

English

Subject field(s)
  • Probability (Statistics)
  • Investment
  • Financial and Budgetary Management
DEF

A technique used to estimate the probability of portfolio losses based on the statistical analysis of historical price trends and volatilities.

French

Domaine(s)
  • Probabilités (Statistique)
  • Investissements et placements
  • Gestion budgétaire et financière
DEF

Méthode de mesure de la perte que l'on pourrait devoir subir à la suite de l'exposition à un risque financier dans des conditions normales de marché au cours d'une période donnée, à l'intérieur d'un intervalle de confiance déterminé.

OBS

La méthode implique l'usage d'une modélisation.

Spanish

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