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....

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

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

The risk (danger of financial loss) that arises from the possibility that the market may move or shift in an...

It stands for value at risk; a risk measure that summarizes in a single number the overall risk (value at...