Confidence level: Difference between revisions
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imported>Doug Williamson (Create the page. Source: Value at risk page.) |
imported>Doug Williamson (Add link.) |
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==See also== | ==See also== | ||
*[[Confidence interval]] | *[[Confidence interval]] | ||
*[[Potential Future Exposure]] | |||
*[[Value at risk]] | *[[Value at risk]] | ||
Revision as of 14:19, 13 November 2016
- In Value at risk analysis, the degree of confidence that the result will not be worse than the money amount specified, within the given time period.
- More generally, a degree of confidence about any matter, usually but not necessarily quantified.
