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The measure of a potential loss exposure as a result of future market movements, based on a specified confidence interval and measurement horizon.

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Name IFRS
-Number 7
-IssueDate 2018-01-01
-Paragraph 41
-URI http://eifrs.ifrs.org/eifrs/XBRL?type=IFRS&num=7&date=2018-03-01&anchor=para_41&doctype=Standard
-URIDate 2018-03-16

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The percentage confidence level specified for a value-at-risk analysis.

No definition available.

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The historical period for which end-of-day exposures and price movements are analysed as the basis for a value-at-risk analysis.

No definition available.

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The future period for which the market risk arising from possible future changes in market values is assessed in a value-at-risk analysis.

No definition available.

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The period within which the portfolio of financial instruments is likely to exceed the value-at-risk loss measure if exposure is unchanged, based on a value-at-risk analysis.

No definition available.

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