A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

It stands for volatility risk premium; the premium that corresponds to volatility risk; it is the compensation for bearing the...

It stands for standard deviation; a measure of dispersion of a set of data from their mean. It a statistic...

An abbreviation for market price of risk; the extra return or compensation (premium or risk premium) that the market (or...

It stands for market price of risk; the extra return or compensation (premium or risk premium) that the market (or...

It stands for non-financial risk; a type of risk that is not financial in nature. It constitutes all types of...

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

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

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

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