A value at risk (VaR) that measures the amount of loss a diversified portfolio stands to make under certain conditions...

A value at risk (VaR) that measures the amount of loss a diversified portfolio stands to make under certain conditions...

It stands for downturn loss given default; a measure of loss given default (LGD) that captures the worst level reached...

A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...

A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...

An element of risk (specifically, price risk) that is diversifiable (by means of diversification)- i.e., major part of which can...

A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

The state of getting dispersed or spread across or throughout a range or spectrum. In statistics, dispersion refers to the...