VIR Education Abbreviation

virtue

VIR is not a valid scrabble word.

Latin: man or husband. In the 1879 Harper’s Latin Dictionary, the word vir is defined as: “vir, a male person, a man.”

Correct spelling for the English word “VIR” is [vˈɜː], [vˈɜː], [v_ˈɜː] (IPA phonetic alphabet).

Value at risk (VaR) is a statistic that measures and quantifies the level of financial risk within a firm, portfolio or position over a specific time frame. Risk managers use VaR to measure and control the level of risk exposure.

Risk glossary It is defined as the maximum dollar amount expected to be lost over a given time horizon, at a pre-defined confidence level. For example, if the 95% one-month VAR is $1 million, there is 95% confidence that over the next month the portfolio will not lose more than $1 million.

/ˌviː.eɪˈɑːr/ abbreviation for Video Assistant Referee: an official who helps the main referee (= the person in charge of a sports game) to make decisions during a game using film recorded at the game: The VAR can ensure that no clearly wrong penalty decisions are made. More examples.

Video assistant referees

For example, if the portfolio value is $20,000 and if 1-month average return and standard deviation is 10% and 15% respectively. Daily VAR at 5% level of significance can be calculated as- VAR= [Rp – (z) (σ)] Vp => VAR = [0.1 – (1.65) (0.15)] 20000 => -$3000 (rounded) => 15% of the Portfolio.

Although it virtually always represents a loss, VaR is conventionally reported as a positive number.

The confidence level determines how sure a risk manager can be when they are calculating the VaR. The confidence level is expressed as a percentage, and it indicates how often the VaR falls within the confidence interval.

VaR is a measure of market risk. It is the maximum loss which can occur with X% confidence over a holding period of n days. VaR is the expected loss of a portfolio over a specified time period for a set level of probability.

A confidence interval displays the probability that a parameter will fall between a pair of values around the mean. Confidence intervals measure the degree of uncertainty or certainty in a sampling method. They are most often constructed using confidence levels of 95% or 99%.

VaR reflects potential losses, so our main concern is lower returns. For a 95% confidence level we find out what is the lowest 5% (1 – 95)% of the historical returns. The value of the return that corresponds to the lowest 5% of the historical returns is then the daily VaR for this stock.

Value at Risk (VAR) calculates the maximum loss expected (or worst case scenario) on an investment, over a given time period and given a specified degree of confidence. We looked at three methods commonly used to calculate VAR. In Part 2 of this series, we show you how to compare these different time horizons.

VaR is essentially a measurement of the potential downside risk of an investment. The actual daily standard deviation of the portfolio over one trading year is 3.67%. The z-score for 95% is 1.645. Therefore, there is a 5% probability that the loss of the portfolio, over the given time horizon, will exceed 6.04%.

Value at Risk margin is a measure of risk. It is used to estimate the probability of loss of value of a share or a portfolio, based on the statistical analysis of historical price trends and volatilities.

Value at risk (VaR) is a measure of the risk of loss for investments. It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day. A loss which exceeds the VaR threshold is termed a “VaR breach”.

Value-at-Risk (VAR) — an approach to risk used in banking and investment, but less often by insurers and reinsurers. Involves determining the worst loss expected over a target horizon within a given confidence interval.

Extreme Loss Margin : It covers the expected loss in situations that go beyond those envisaged in the 99% value at risk estimates used in the VaR margin. The Extreme Loss Margin for any stock is higher of: 5%, and 1.5 times the standard deviation of daily logarithmic returns of the stock price in the last six months.

The logic behind the upfront margin for selling shares is that the regulator wants the seller to honour the commitment that he or she will deliver the shares within the settlement cycle.

Extreme loss margin is computed as 1.5 times the standard deviation (volatility) of daily logarithmic returns of the security price in the last six months. The computation will be done at the end of each month on a rolling basis for the past six months and the resulting value is applicable for the next month.

The daily margin statement is a passworaily margin statement is mandatory as per the exchange regulations. The statement informs the client about the utilisation of the available margin. It gives an idea of the free margin available in the account to take new positions without incurring a penalty.

If you do not meet the margin call, your brokerage firm can close out any open positions in order to bring the account back up to the minimum value. This is known as a forced sale or liquidation. Your brokerage firm can do this without your approval and can choose which position(s) to liquidate.

How is Mark-to-Market (MTM) margin computed? MTM is calculated at the end of the day on all open positions by comparing transaction price with the closing price of the share for the day. In technical terms this loss is called as MTM loss and is payable by January 2, 2008 (that is next day of the trade).

It shows if you have used all your available margin or if you need to deposit more funds to avoid a penalty. If the number is positive, then you have funds available to be used as margin. On the other hand, if the number is negative, then you need to deposit funds to your Groww Balance. There is a shortfall of Rs.

Peak Margin is the minimum margin that MUST be collected by brokers from their clients in advance of placing any intraday / delivery order in the Cash and derivatives segment.

Margin Used denotes the amount/margin that you have already used in your trade. If your Zerodha margin used is negative, you have earned a profit and you shall receive that amount from your broker.