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

An acronym for tail conditional expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...

It stands for conditional tail expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...

It stands for glue value at risk; a type or method of value at risk (VaR) that represents a combination...

A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...

It stands for all price risk; a measure of comprehensive risk that is associated with positions that belong to a...

It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...

It stands for reverse stress testing; a stress testing that is conducted "reversely". While stress testing is a forward-looking technique...

It stands for counterparty credit risk; a type of credit risk that arises or may arise on both sides of...

It stands for workout loss given default; the amount of losses (loss given default, LGD) that is based on the...