value at risk (VAR) is the amount or percentage of value that is at risk of being lost from a change in prevailing interest rates (similarly defined for things other than interest rates as well). The sensitivity of the value of a single financial instrument, a portfolio of financial instruments, or an entire entity's balance sheet to changes in interest rates can be calculated. The resulting sensitivity is the amount of value at risk.
Barry Goldsmith
| APA | Barry Goldsmith. (2010). value at risk (var). Retrieved September 22, 2026, from http://smartdefine.org/value_at_risk_(var)/definitions/1166132 |
| Chicago | Barry Goldsmith. 2010. "value at risk (var)" http://smartdefine.org/value_at_risk_(var)/definitions/1166132 (accessed September 22, 2026). |
| Harvard | Barry Goldsmith 2010, value at risk (var), Smart Define, viewed 22 September, 2026, <http://smartdefine.org/value_at_risk_(var)/definitions/1166132>. |
| MLA | Barry Goldsmith. "value at risk (var)" 21 October 2010. Web. 22 September 2026. <http://smartdefine.org/value_at_risk_(var)/definitions/1166132> |