The interest rate that a central bank pays to commercial banks for their deposits with it. It may also implies...
A value at risk (VaR) that measures the amount of loss a diversified portfolio stands to make under certain conditions...
The interest rate that banks incur and pay to borrow funds from other banks in the money market overnight (interbank...
An interbank loan that is extended over a short-term and for an interest rate quoted for overnight lending. It is...
A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...
Non-traded market risk is the risk (market risk) that affects the value of assets or liabilities outside the trading book...
Value at risk (VaR) is a technique that determines estimates of the potential loss in the market value of a...
A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...
A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...
A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...
