It stands for loss given default; a key metric that is used in quantitative risk analysis, reflecting the monetary amount...

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

It stands for parametric value at risk (parametric VaR); a value at risk (VaR) measure/ method that only uses two...

It stands for generalized value at risk (generalized VaR); a type or method of value at risk (VaR) that subjects...

It stands for historical value at risk (historical VaR); a method of calculating value-at-risk (VaR) that is based on historical...

It stands for symmetric value at risk (symmetric VaR); a measure of value at risk (VaR) that captures the risk...

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

It stands for relative value at risk; a measure of risk (value at risk, VaR) that captures the smallest level...

It stands for central counterparty; a financial institution that assumes counterparty credit risk between parties to a transaction- that is,...

It stands for incremental value at risk; a measure of risk (value at risk, or VaR, for short) that captures...