Terms stating with V
Value at Risk (VaR)
Value at Risk (VaR) is a statistical metric estimating the maximum potential financial loss a portfolio could suffer over a given period, with a specified degree of confidence.
Variance Swap
Definition of Variance Swap, representing a core concept in hedge fund operations and systemic risk monitoring.
Vega Risk
Definition of Vega Risk, representing a core concept in hedge fund operations and systemic risk monitoring.
Volatility Arbitrage
Definition of Volatility Arbitrage, representing a core concept in hedge fund operations and systemic risk monitoring.
Volatility Surface
Definition of Volatility Surface, representing a core concept in hedge fund operations and systemic risk monitoring.
Volatility Targeting
Definition of Volatility Targeting, representing a core concept in hedge fund operations and systemic risk monitoring.
Volcker Rule
Definition of Volcker Rule, representing a core concept in hedge fund operations and systemic risk monitoring.