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SWWR

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

DWR

It stands for directional way risk; the summation of right way risk (RWR) and wrong way risk (WWR); it represents...

Directional Way Risk

The summation of right way risk (RWR) and wrong way risk (WWR); it represents the market- credit dependency (co-movement effects)...

RWR

An acronym for right way risk; the risk that arises when a counterparty risk is positively correlated with the credit...

Right Way Risk

The risk that arises when a counterparty risk is positively correlated with the credit quality of the counterparty in question....