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Managerial VaR

It stands for managerial value at risk; a type of VaR that represents a monetary estimate of risk using statistical...

Structural FX Risk

A type of risk (specifically, a source of non-traded market risk) that arises from positions related to investments in currencies...

Transaction FX Risk

A type of risk (specifically, a source of non-traded market risk) that arises from potential changes in a foreign exchange...

Transaction Foreign Exchange Risk

A type of risk (specifically, a source of non-traded market risk) that arises from potential changes in a foreign exchange...

Types of Foreign Exchange Risk

Foreign exchange risk (FX risk) is defined as the potential adverse effect arising from changes in the exchange rate between...

Structural Foreign Exchange Risk

A type of risk (specifically, a source of non-traded market risk) that arises from positions related to investments in currencies...

Stock Price Crash Risk

A type of risk that relates to severe drops in an entity's stock price in an active market. As a...

Accounting Volatility Risk

A source of non-traded market risk that arises from potential losses to the value of assets and liabilities of an...

Non-Agency mREIT

A mortgage REIT (mREIT) that represents private entities (not government agencies) investing in mortgages not guaranteed by the government. These include...

Nonagency Collateral

A collateral, in a repo transaction or CMOs, that comes in the form of a whole loan. By nature, whole...