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en risque

English translation: value at risk

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GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)
French term or phrase:valeur en risque
English translation:value at risk
Entered by: Stephanie Mitchel
Options:
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- Include in personal glossary

17:02 Mar 12, 2003
French to English translations [PRO]
Bus/Financial / lending
French term or phrase: en risque
Context: corporate lending
Sentence: 'Ligne de swaps de taux : notionnel de 600 MF à moins de 2 ans (en risque : 30 MF) ; notionnel de 400 MF à 2 ans maximum 5 ans (en risque : 40 MF). Ceci à des fins de couverture du risque de taux lié à son endettement.'
Stephanie Mitchel
United States
Local time: 01:34
value at risk
Explanation:
Just to reinforce Marian's answer:

I get lots of bilingual hits for "en risque" + "value at risk" at:
http://www.google.com/search?hl=en&lr=&ie=UTF-8&oe=UTF-8&q="...

See, for instance:

... as new valeur à l'état neuf, valeur à neuf (LGA) value at risk existences (LGA ... police en valeur agréée (2e) values at risk valeurs en risque, existences (JD ...
www.actuaries.ca/publications/lexicon/lextv.html - 46k - Cached - Similar pages

Untitled ... termination totale (TT) total value at risk valeur totale des objets sous le risque, valeur totale en risque, valeur des objets assurés (LGA) tourist baggage ...
www.actuaries.ca/publications/lexicon/lextt.html

File Format: PDF/Adobe Acrobat ... La Value at Risk La Value at Risk (en français, la Valeur en Risque) est une méthode d'évaluation du risque de marché qui devient pratiquement un standard ...
www.fractales.com/pdf/varappliqueeauxii.pdf
Selected response from:

Yolanda Broad
United States
Local time: 01:34
Grading comment
4 KudoZ points were awarded for this answer



Summary of answers provided
5 +2at risk
Valentín Hernández Lima
5 +1at risk
Marian Greenfield
5 -1value at risk
Yolanda Broad
4risk investment XXX MF mais voir la suite
cjohnstone
4current utilisation
Francois-Xavier Faure


  

Answers


3 mins   confidence: Answerer confidence 5/5 peer agreement (net): +2
at risk


Explanation:
As part of the expressions, "money at risk" or "value at risk", so typical in lending-related documents.

Cheers,

Val

--------------------------------------------------
Note added at 2003-03-12 17:07:56 (GMT)
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www.ideas.repec.org/p/hhs/hastef/0260.html


www.swopec.hhs.se/hastef/abs/hastef0260.htm

Among over 98,000 other documents containing the combination \"at risk\" + lending.


Valentín Hernández Lima
Spain
Local time: 06:34
Native speaker of: Native in SpanishSpanish
PRO pts in pair: 62

Peer comments on this answer (and responses from the answerer)
agree  Nathalie Andrews
4 mins

agree  danyce
10 mins

agree  Irene S.
52 mins

disagree  Francois-Xavier Faure: "value at risk" certainly has nothing to do with lending per se.
1 day20 hrs
  -> Thank you. Let us agree to disagree for the time being. I look forward to learning something from you though.
Login to enter a peer comment (or grade)

3 mins   confidence: Answerer confidence 5/5 peer agreement (net): +1
at risk


Explanation:
SWAPS at CMU
... Valuing and Hedging Asset Swaps · Sources of Credit Risk in Asset Swaps · Credit
Derivatives and Swaps. Risk Management · Value at Risk · Calculating the ...
www.gsia.cmu.edu/pfe/ITM/swaps.html - 7k - Cached - Similar pages

MACRO Enterprises - VaR Manager: Value-at-Risk
... Engineering Associates, Inc., [FEA] the recognized leader in value-at-risk and financial ... convert
quoted rates on coupon-bearing bonds and swaps to zero-coupon ...
www.macroent.com/products/varManager.htm - 17k - Cached - Similar pages

Valuing Credit Default Swaps I: No Counterparty Default Risk
... 29-40 (with Alan White ). Valuing Credit Default Swaps II: Modeling Default Correlations,. ... Value
at Risk When Daily Changes are Not Normally Distributed,. ...
www.rotman.utoronto.ca/~hull/DownloadablePublications/ - 16k - Cached - Similar pages

Untitled Document
... set at the same rate, and at the same aggregate notional value, as the previously
terminated interest rate swaps. MARKET RISK We use a value-at-risk model to ...
www.elcompanies.com/2000_annual/ financial_new/m3_anual_47.htm - 8k - Cached - Similar pages

Plattform für Zinsrisiko und Zinsmanagement in Banken, Kommunen ... - [ Translate this page ]
... Bewertung von Swap-Optionen (Swaptions). - Bewertung von constant maturity swaps
(cms). ... Kunden. - Value at Risk Berechnung mit der Historischen Simulation. ...
www.ziri.de/sitemap.htm - 39k - Cached - Similar pages

Risk Management & Trading System Software
... Global Reset Application resets all swaps on any day using a single screen; ... Value
at Risk Calculations - daily, monthly and regulatory Value-at-Risk using JP ...
www.intermarkit.com/focus/interest_rate_swaps.asp - 14k - Cached - Similar pages

FERM: Entries by Category - Market risk management
... 1000. Swaps market, development of; Asset swaps; Asset-liability management (ALM).
Mark-to-future. ... 1000. Value-at-risk, extensions of the approach. Parametric VaR. ...
www.fitzroydearborn.com/london/ferm/ entries_cat_11-market-rm.htm - 51k - Cached - Similar pages

JPMorgan Chase Annual Report 2001
... Interest rate swaps are the most common type of derivative contract that JPMorgan ... Value-at-risk
(“VAR”): A measure of the dollar amount of potential loss ...
ar.jpmorganchase.com/ar2001/glossary/ - 21k - Cached - Similar pages

[PDF]1 TEACHING NOTE 97-07: VALUE-AT-RISK (VaR)
File Format: PDF/Adobe Acrobat - View as HTML
... of various positions in LIBOR based instruments such as FRAs, caps, floors, and swaps. ... DM
Chance, TN97-07 Value-at-Risk (VaR) 4 Though this is not a difficult ...
www.cob.vt.edu/finance/faculty/dmc/ Courses/TCHnotes/Tn97-07.pdf - Similar pages

IFF - Energy Markets and Energy Derivatives Training Course
... and hedging real options; The applications of value-at-risk methodologies to ... Option
contracts; Swaps; Swaptions; Double up swaps; Participating swaps; Specialised ...
www.iff-training.com/courses/c_det_59_energy.asp - 24k - Cached - Similar pages


Marian Greenfield
Local time: 01:34
Native speaker of: Native in EnglishEnglish
PRO pts in pair: 1518

Peer comments on this answer (and responses from the answerer)
agree  cjohnstone
5 mins
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13 mins   confidence: Answerer confidence 4/5Answerer confidence 4/5
risk investment XXX MF mais voir la suite


Explanation:
at risk is a bit strange to me...either it is risk capital or greater exposure investment or else likely to melt away due to exchange rates differentials...
let's recap
either risk (venture) capital or investment
or unsecured investment or capital
or else more vulnerable assets or something like this

cjohnstone
France
Local time: 07:34
Native speaker of: Native in FrenchFrench, Native in EnglishEnglish
PRO pts in pair: 1632
Login to enter a peer comment (or grade)

1 day20 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5
current utilisation


Explanation:
It seems that the notionals of 600MF and 400MF are authorised notionals for the purpose of entering into interest rates swap contracts, while the wording "en risque" refers to the sizes of the swaps actually traded and therefore bearing interest rate risk; it does not refer to the interest rate risk itself carried by these swaps.

By the way, notionals of 600MF and 400MF are pretty small by swap markets standards.

Francois-Xavier Faure
United Kingdom
Local time: 06:34
Native speaker of: Native in FrenchFrench
PRO pts in pair: 36
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4 days   confidence: Answerer confidence 5/5 peer agreement (net): -1
value at risk


Explanation:
Just to reinforce Marian's answer:

I get lots of bilingual hits for "en risque" + "value at risk" at:
http://www.google.com/search?hl=en&lr=&ie=UTF-8&oe=UTF-8&q="...

See, for instance:

... as new valeur à l'état neuf, valeur à neuf (LGA) value at risk existences (LGA ... police en valeur agréée (2e) values at risk valeurs en risque, existences (JD ...
www.actuaries.ca/publications/lexicon/lextv.html - 46k - Cached - Similar pages

Untitled ... termination totale (TT) total value at risk valeur totale des objets sous le risque, valeur totale en risque, valeur des objets assurés (LGA) tourist baggage ...
www.actuaries.ca/publications/lexicon/lextt.html

File Format: PDF/Adobe Acrobat ... La Value at Risk La Value at Risk (en français, la Valeur en Risque) est une méthode d'évaluation du risque de marché qui devient pratiquement un standard ...
www.fractales.com/pdf/varappliqueeauxii.pdf


    Reference: http://www.google.com/search?hl=en&lr=&ie=UTF-8&oe=UTF-8&q=%...
Yolanda Broad
United States
Local time: 01:34
Native speaker of: English
PRO pts in pair: 1515

Peer comments on this answer (and responses from the answerer)
disagree  Francois-Xavier Faure: value at risk is out of context here
15 hrs
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