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Where does the Bible say what faith is?

It is in Hebrews 11:1 · King James Version

«Now faith is the substance of things hoped for, the evidence of things not seen.»
Read the chapter Hebrews 11 →

See also

Hebrews 11:6

But without faith it is impossible to please him: for he that cometh to God must believe that he is, and that he is a rewarder of them that diligently seek him.

Romans 10:17

So then faith cometh by hearing, and hearing by the word of God.