A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...

The risk that is inherent in cross-currency investments/ positions where the correlation between investment/ position returns and exchange rates impact...

A type of risk that arises from the probability that a counterparty to a transaction (investment, lending/ borrowing, trading, etc.)...

It stands for counterparty credit risk; a type of credit risk that arises or may arise on both sides of...

A type of credit risk that arises or may arise on both sides of a transaction if a credit event...

It stands for conditional value at risk; the value at risk (VaR) that, as a risk measure, quantifies the tail...

It stands for central counterparty; a financial institution that assumes counterparty credit risk between parties to a transaction- that is,...

A financial institution that assumes counterparty credit risk between parties to a transaction- that is, it takes on the credit...

A financial institution that assumes counterparty credit risk between parties to a transaction- that is, it takes on the credit...

A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...