The amounts of money (capital) that are allocated to high-risk venues (e.g., speculative activity, high-risk, high-reward investments). In other words,...

Risks not in value at risk (VaR) are those risks/ risk factors that are not captured or covered by VaR....

Risks not in value at risk (VaR) are those risks/ risk factors that are not captured or covered by VaR....

A qualitative measure of risk that reflects the maximum level of exposure to a risk factor that an investor (entity...

In general, risk in finance represents the probability that actual outcomes/ results will differ from expected outcomes/ results. Often it...

The risk that arises from a party to a transaction failing to meet its obligation on the settlement date, so that…

The process of transferring/ shifting risk from one party to another, such as from equity shareholders to debtholders of an...

A set of probability distributions (also, a set of densities) over which the expected value of a risk instigated costs...

An attribute of risk that is being measured using a specific model or measure (risk measure). In other words, it...

A tool (mathematical, statistical, etc.) that is used to assess and determine the amount of risk involved in a position/...