Reset to Today

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

Content Options:

Add to favourites

View Options:

More Resources:

External link Handbook Publications

Alternative versions

  2. Point in time
    2019-04-12

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.