A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based on a stable sensitivity weight. For example, a credit risk exposure (in a financial instrument) can be estimated using such a measure that relates its credit risk to a long-term stable price weight, with an additional purpose  of improving the accuracy of risk tracking.

In computation, the tendency and upper bound of sensitivity weights have to be defined in order to obtain a practical value of price weight for long-term stability.

The risk exposures are efficiently fine-tuned during periods of fluctuation so that the effect of procyclicality in the market can be reined in to a specific extent.