A method of calculating conditional value at risk (conditional VaR) that aims to minimize risk (as measured by conditional value...

A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

Liabilities which, in the event of liquidation or insolvency of the issuer (the debtor), are treated as subordinated to the...

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

It stands for multivariate conditional value at risk (multivariate conditional VaR); A conditional value at risk (conditional VaR) that has...

A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...

The risk (market risk) that affects the value of assets or liabilities outside the trading book (of an entity, e.g.,...

A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...