Term
Value-at-Risk (VaR)
ValueAtRiskEstimated worst-case loss at a given confidence level over a given horizon (e.g., VAR_95_1D = 95th-percentile loss over one day).
Steward: Sarah Chen
Module: PROJECT
History
Term history (prior names, aliases, deprecation status, when the definition changed) lands when the glossary_terms model carries that data. Today only created_at and updated_at exist; the other fields land alongside any future term-versioning work.