Value at Risk

Intermediate

Maximum expected loss under normal conditions.

Full Definition

Maximum expected loss under normal conditions.

Keywords

downside risk

Domains

AI Economics & Strategy

Related Terms

Model Risk related to

Risk of incorrect financial models.

 Explainable Credit Model related to

Credit models with interpretable logic.

 Fraud Detection related to

Identifying suspicious transactions.

 Market Microstructure related to

Mechanics of price formation.

 Alpha related to

Returns above benchmark.

 Risk Model related to

Quantifying financial risk.

Concept Map

See how Value at Risk connects to other concepts.

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