Value-at-Risk (VaR)- Value-at-Risk, a measure of risk, estimates the potential loss of at a specified confidence level using statistical analysis.

 

Value/EBITDA- Estimated by dividing the market value of debt and equity by the EBITDA.

Value/EBITDA = (Market Value of Equity + Value of Debt-Cash) / EBITDA

 

Vega- Vega, a measure of sensitivity to volatility, is the first derivative of the option value with respect to the volatility of the asset or instrument underlying the option.

 

Vendors- Vendors, sellers of goods or services, in operational risk management typically refer to external entities providing various operational risk management related services.

 

Volatility- Volatility, or conditional standard deviation, quantifies the risk of a financial instrument over a specified time horizon.

ר רועי פולניצר, MBA ,CRM , FRM הינו הבעלים של שווי פנימי - ייעוץ והדרכהשווי פנימי, רועי פולניצר, ניהול סיכונים, הערכות שווי, Intrinsic Value, Roi Polanitzer, Risk Management, Valuation, VaR, FRM. PRM, CRM. GARP, PRMIA, IARM