القيمة المعرضة للخطر أقصى خسارة متوقعة عند مستوى ثقة معيّن خلال فترة محددة.
Value at risk (VaR) is the maximum loss expected over a given period at a given confidence level — for example, 'a 95% chance annual losses will not exceed $4.6M'.
It is a common output of Monte Carlo simulation and gives boards a single, defensible number for aggregate exposure, complementing the qualitative view of the risk heat map.
Rukn ERM puts value at risk to work in a live, mobile, bilingual risk program — aligned to COSO ERM 2017.
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Rukn ERM