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  3. Value-at-Risk (VaR)
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Value-at-Risk (VaR) - Meaning

A risk measure to calculate the maximum loss a financial instrument or Portfolio is expected to suffer over a defined period with a specific confidence level. (e.g., a 95% confidence level on a 100-day VaR measure assumes that the maximum loss would not be exceeded on 95 days out of 100).

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