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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 2017-01-01
-Paragraph 41
-URI http://eifrs.ifrs.org/eifrs/XBRL?type=IFRS&num=7&date=2017-03-01&anchor=para_41&doctype=Standard
-URIDate 2017-03-09

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Holding period at which value at risk is determined.

No definition available.

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Percentage of confidence level to determine value at risk

No definition available.

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Probability percentage that potential loss not exceed value at risk.

No definition available.

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Probability percentage that potential loss will be at minimum equal to value at risk.

No definition available.

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