VaR
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What is VaR?
Value at Risk (VaR) is a statistical measure used in finance to estimate the maximum potential loss of an investment or portfolio over a specific time period and at a given confidence level. It's commonly used by financial institutions and risk managers to assess and manage financial risk.
What other technologies are related to VaR?
VaR Complementary Technologies
SVaR
No summary available
SVaR (Stressed Value at Risk) is a specific type of VaR that is used under certain risk regimes. As VaR is a model it is complementary.
stress testing
Stress testing is a risk management technique used to evaluate the potential impact of extreme scenarios on a portfolio. It is often used in conjunction with VaR to provide a more comprehensive view of risk.
Murex
Murex is a trading and risk management platform that can implement VaR models. It provides tools and infrastructure for calculating and managing VaR, making it a complementary technology.
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Which job functions commonly mention VaR?
Financial Analyst
176 Financial Analyst jobs mention VaR
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jobs on Sumble
Consultant
67 Consultant jobs mention VaR
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jobs on Sumble
Data Analyst
91 Data Analyst jobs mention VaR
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jobs on Sumble
Data, Analytics & Machine Learning
154 Data, Analytics & Machine Learning jobs mention VaR
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jobs on Sumble
Finance
205 Finance jobs mention VaR
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jobs on Sumble
Which organizations are mentioning VaR?
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