A type or method of value at risk (VaR) that subjects the standard value at risk (for optimization of a...

A type or method of value at risk (VaR) that subjects the standard value at risk (for optimization of a...

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

A type of wrong way risk (WWR) that comes into play because of general market risk factors (macroeconomic factors) affecting...

The risk that arises when income decreases due to changes in interest rates associated with changed maturity profile of interest-bearing...