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Dear, dear, or dear

• Refers to the Daily Earnings at Risk. It is a proxy for maximum expected losses on a daily basis. It is usually viewed with a 95 percent probability or confidence level. This assumes an underlying normal distribution and independence of returns. At the 95 percent level, it is equivalent to 1.65 standard deviations. Within a Value at Risk (VAR) context, a one-day horizon VAR would be equal to DEAR. Other VAR measurements would depart from DEAR's one-day view.

 
 Embedded terms in definition
 Basis
Confidence level
Distribution
Earnings
Independence
Normal distribution
Probability
Proxy
Risk
Standard deviation
Underlying
Value at risk
Var

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