A type of risk that reflects the possibility of changes in the market price of equities or equity instruments arising...

An acronym for earnings-at-risk; a risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings...

A risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings over the next twelve...

A category of financial risk that represents influences or shocks to the financial system, and its institutions, come from external...

A category of financial risk that arises from the interaction of market participants. It is created endogenously (as opposed to...

The amount of capital that is required for a financial institution to be able to absorb losses over a certain...

A type of price risk that arises when the fair value of equities decreases due to unfavorable changes in the...

A hedge (hedging transaction) that is exempted from position limits as decided by an exchange. Examples of enumerated hedging positions...

It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...

A risk measure that quantifies the tail risk that an investment portfolio may be exposed to. This risk measure is...