The risk that arises due to an error in financial risk measurement and valuation models. Errors give rise to cases...

In relation to a mortgage/ mortgage pipeline, it constitutes the risks associated with a potential decline (rejection) of the mortgage...

An asset which carries little or no credit risk or liquidity risk and is used to settle payment obligations arising...

A period of time prior to a default by a counterparty to a financial transaction when the counterparties cease to...

An abbreviation for market price of risk; the extra return or compensation (premium or risk premium) that the market (or...

All types of risk that impact the value of market positions due to changes in market parameters/ variables including interest...

It stands for market price of risk; the extra return or compensation (premium or risk premium) that the market (or...

The extra return or compensation (premium or risk premium) that the market (or market participants such as investors) demands for...

It stands for multivariate conditional value at risk (multivariate conditional VaR); A conditional value at risk (conditional VaR) that has...

A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...