A type of risk (financial risk) that arises from the situation where an investment or asset has a dispersed range...

A type of risk (financial risk) that arises from potential losses to an investment/ position/ holding/ asset, etc. Regardless of...

It stands for distance to default; a measure of risk that is based on the probability distribution of the income...

It stands for directional way risk; the summation of right way risk (RWR) and wrong way risk (WWR); it represents...

It stands for distance to default; a measure of risk that is based on the probability distribution of the income...

The summation of right way risk (RWR) and wrong way risk (WWR); it represents the market- credit dependency (co-movement effects)...

A measure of risk that is based on the probability distribution of the income earned by a firm (e.g., a...

The probability of default for a certain time period, provided that no earlier default has occurred up to that point....