Value at risk Value at risk (VaR) is a risk measure that summarizes in a single number the overall risk...

Risk capital Risk capital represents the amounts of money (capital) that are allocated to high-risk venues (e.g., speculative activity, high-risk,...

Risk capital Risk capital represents the amounts of money (capital) that are allocated to high-risk venues (e.g., speculative activity, high-risk,...

Foreign exchange risk (FX risk) is defined as the potential adverse effect arising from changes in the exchange rate between...

Foreign exchange risk (FX risk) is defined as the potential adverse effect arising from changes in the exchange rate between...

Foreign exchange risk (FX risk) is defined as the potential adverse effect arising from changes in the exchange rate between...

Non-linear risks represents the risk that the profit and loss of an financial instrument/ a portfolio/ an investment changes in...

Non-traded market risk is the risk (market risk) that affects the value of assets or liabilities outside the trading book...

Equity risk is a type of risk that reflects the possibility of changes in the market price of equities or...

Credit risk is defined as the risk arising from potential financial losses due to the failure of a customer (borrower,...