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Home / Knowledge Center / Glossary / Absolute VaR

Absolute VaR

June 6, 2013

Absolute VaR is defined as the VaR of the UCITS capped as a percentage of NAV (Net Asset Value).

 

 

Other UCITS related terms

  • Absolute VaR
  • AIFMD
  • Annex IV Reporting
  • Back Testing
  • Calmar ratio
  • Commitment Approach
  • Contribution to Potential Upside (or Component Potential Gain)
  • Counterparty Risk
  • CSSF
  • Do you have the right toolset to tackle UCITS IV?
  • Do you know the risk and exposure of your portfolios? - UCITS Infographic
  • DV01
  • ESMA
  • Event Risk
  • Expected Shortfall (or Conditional VaR or CVar)
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  • Think Global, Act Local
  • Undertakings for the Collective Investment of Transferable Securities (UCITS)
  • Unsystematic Risk
  • VaR approach

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Related to this post

  • Counterparty Risk
  • SRRI (Synthetic Risk & Reward Indicator)
  • KIID
  • CSSF
  • MiFID

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