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VRP

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

SD

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

MPR

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

MPOR

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

NFR

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

SCVaR

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

S-CVaR

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

SWWR

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

Specific WWR

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

WWR

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