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

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

Endogenous risk is a category of financial risk that arises from the interaction of market participants. It is created endogenously...

Credit risk is the danger of financial loss that arises from the possibility that borrowers in ordinary business dealings and...

One of the most popular proxies of credit spread is the CDS-bond basis, which captures the excess of the CDS...