093 682 682 | 078 868 848 | info@pp-hr.com | Join Discussion | ខ្មែរ | English  | 日本語 | 中文  | ไทย한국어Tiếng Việt

What is Value at risk (VaR)

What is Value at risk

Value at Risk (VaR) is a measure of the risk of investments. It estimates how much a set of investments might lose, given normal market conditions, in a set time period such as a day.

VaR is defined as for a given portfolio, time horizon, and probability p, the p VaR is defined as a threshold loss value, such that the probability that the loss on the portfolio over the given time horizon exceeds this value is p. This assumes mark-to-market pricing, and no trading in the portfolio.

Value at Risk (VaR) determines the potential for loss in the entity being assessed, and the probability of occurrence for the defined loss. Value at Risk (VaR) is measured by assessing the amount of potential loss, the probability of occurrence for the amount of loss and the time frame.

 

Find Jobs Here !

Featured Jobs

Responsibilities Responsible for all underwriting matters related to acceptance of risks/policies and ensures that it is in compliance with the company’s business strategies and risk acceptance guidelines. Conducts review on new and renewal cases. Ensures that issuance of policy documentation is within the timeframe set. Handles enquiries from customers, agents, brokers, reinsurers and internal customers. Provides technical underwriting support to
Responsibilities Sells and markets a wide range of general insurance products and services to meet set targets.  Requirements A recognised University Degree preferably related to Finance and Marketing; Experience in the sales of insurance or financial products will be an advantage; Outgoing with excellent interpersonal and communication skills. Ability to converse in Chinese will be an added advantage. Committed, highly
Loading...