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

It stands for Monte Carlo value at risk (Monte Carlo VaR); A measure of risk (value at risk or VaR)...

A measure of risk (value at risk or VaR) that assumes market-related factors follow certain stochastic processes (as defined under...

A measure of risk (value at risk or VaR) that assumes market-related factors follow certain stochastic processes (as defined under...

A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...

A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...

It stands for modified value at risk (modified VaR); a measure of value at risk (VaR) that is modified or...

A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...

A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...

The risk that arises from the negative effect of wars, epidemics (AIDS, plague, etc.), pandemics (Spanish flu, COVID-19), catastrophes (earthquakes,...