# Liquidity Value at Risk, LVaR (also referred to in German)

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- Post ID: 593431
- Modified: 2023-07-25T21:02:04+00:00
- Language: en

## Definition

A ratio expressing the loss of assets that a bank would incur as a result of higher refinancing costs, but which would not be exceeded with a certain probability. There are various templates for calculating this figure in the literature. - See credit risk, downrating. - Cf. Deutsche Bundesbank Monthly Report of September 2008, p. 64 f. (application of procedures). Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec. Professor Dr. Eckehard Krah, Dipl.rer.pol. E-mail address: info@ekrah.com https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk https://www.jung-stilling-gesellschaft.de/merk/ https://www.gerhardmerk.de/

## Machine-readable

- Generator: Merk Knowledge 1.1.1