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Banking

Settlement Risk

The risk, in a financial transaction, that reflects a counterparty's failure to deliver a security or its monetary value (or...

Scaled CVaR

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

Sensitivity-based Conditional Value at Risk

A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

Sensitivity-based Conditional VaR

A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

SCVaR

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

S-CVaR

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

Scaled Conditional VaR

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

Scaled Conditional Value at Risk

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

Systemic Risk

A type of risk that reflects the probability that cumulative losses will arise from an event that triggers a series...

SWWR

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