Conditional Value At Risk (CVaR)

Conditional Value At Risk (CVaR),

How Do You Define Conditional Value At Risk (CVaR)?

  • You can define Conditional Value At Risk (CVaR) as, The conditional value of risk (CVAR), also known as deficit expectation, is a risk assessment measure that assumes the level of tail risk in the investment portfolio. Out of the point of risk (limit) the result of the average CVAR of extreme losses at the tail of the distribution of potential profits outside the price. Conditional risk values ​​for effective risk management are used in otimizaçã portfolio optimization.

    • Conditional risk value is derived from portfolio or investment risk value.
    • Unlike VAR, the use of CVAR only leads to a more conservative approach to exposure to risk.
    • The choice between VR and CVAR is not always clear, but an unexpected and anticipated investment can benefit from CVR to test the assumptions that VR applies.

Literal Meanings of Conditional Value At Risk (CVaR)

Conditional:

Meanings of Conditional:
  1. Conditional clauses or conjunctions.

  2. For example, the condition of the verb must be present when I die.

  3. Fulfilled or approved under certain conditions subject to one or more terms or requirements

  4. (Sentence, sentence, mixture or verb form) which establishes a condition.

Sentences of Conditional
  1. Let's move on to the subjective context.

  2. Romanian language uses analytical constructions for situations.

  3. The consortium makes a conditional offer

  4. And it's putting in a conditional clause that makes a difference.

Synonyms of Conditional

subject to, depending on, based on, dependent on, bound up with, tied to, controlled by, contingent on, determined by, hanging on, hingeing on, resting on

Value:

Meanings of Value:
  1. The value of financial value (something)

  2. See (something else) important or useful that you really value.

  3. Consider that something deserves meaning, value or usefulness

  4. A person's principles or behaviors determine what is important in life.

  5. Numerical quantity, denoted by algebraic term, quantity, quantity or number.

Sentences of Value
  1. The estimated cost is 45 45,000

  2. He began to respect your privacy and freedom.

  3. Your cooperation is invaluable.

  4. Rhythmic values ​​are quarter notes, eighth notes, and quarter notes, and the first syllabus uses only the middle finger pattern.

  5. In both cases, the reference to the order depends on its previous use and the price as a word.

  6. As the landscape unfolds, the artist uses neighboring color values

Synonyms of Value

ethics, moral values, favourite, estimate, cost out, standards, principles, assistance, moral standards, sense, worth, use, efficacy, desirability, usefulness, rules of conduct, cost, assay, worth its weight in gold, dear, helpfulness, assess, worth one's weight in gold, prized, help, utility

At:

Meanings of At:
  1. Describe the location or arrival at a particular location.

  2. This indicates the time when the incident occurred.

  3. Select a specific point or class on the scale.

  4. Expresses a particular condition or condition.

  5. Express objects with appearances, gestures, ideas, actions or plans.

  6. It reflects the way things are done.

  7. Lao currency unit, equal to one hundredth of a cup.

  8. Austin chemical element.

Sentences of At
  1. They live in a corner house

  2. At nine o'clock the children go to bed

  3. Prices from 18,500

  4. It really hurt them

  5. I checked my watch

  6. Danger the prison guards with a knife

Risk:

Meanings of Risk:
  1. Exposing someone or something of value for loss, damage or loss

  2. Conditions involved in exposure to hazards

Sentences of Risk
  1. Disobeying the law is very dangerous

Synonyms of Risk

hazard, probability, menace, expose to danger, wager, chance, threat, take a chance with, put on the line, gamble with, peril, danger, gamble, put in danger, venture, fear, put in jeopardy, endanger, jeopardize, imperil, prospect, bet, put at risk, likelihood, possibility