Hi Antonis Pagounas,

That is the name of the Tax Group.  If you have not done any customisation and you are use the base code, then you can check name of the tax group from the related taxes.

Please go to the invoicing --> Configurations --> Taxes and select the tax which you have selected and go to the advance options tab. You will find the tax group field. Just rename that tax group to VAT. 
Your reports and views are reflect the name tax now.

Hope it will help you.