Value at risk (VAR) models is a statistical framework for measuring a bank portfolio’s exposure to changes in market prices or market rates of interest over a given time period, subject to a given time period, subject to a given probability level.
Value at risk (VAR) models is a statistical framework for measuring a bank portfolio’s exposure to changes in market prices or market rates of interest over a given time period, subject to a given time period, subject to a given probability level.