Reset to Today

To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004.

Content Options:

Content Options

View Options:

Alternative versions

  1. Point in time
    2015-09-21

VaR measure

(in BIPRU)15 8an estimate by a VaR model of the worst expected loss on a portfolio resulting from market movements over a period of time with a given confidence level.