It stands for average value at risk; the value at risk (VaR), as a special case of spectral risk measures,...

It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...

It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...

It stands for countercyclical capital buffer; a precautionary risk management tool (part of the Basel III agreement) that is used...

It stands for distance to default; a measure of risk that is based on the probability distribution of the income...

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

It stands for distance to default; a measure of risk that is based on the probability distribution of the income...

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

It stands for value at risk; a risk measure that summarizes in a single number the overall risk (value at...