The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...

The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...

The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...

The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...

A quantitative measure that is used to estimate the credit risk of a credit portfolio (e.g., a bond portfolio). It...

It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

The risk (danger of financial loss) that arises from the possibility that borrowers in ordinary business dealings and counterparties in...

A contractual clause that is included in derivatives contracts in order to mitigate credit risk. According to a standard collateralization...

It stands for conjectural wrong way risk; a type of wrong way risk (WWR) that comes into play because of...