It stands for capital at risk; a measure of risk that reflects the probability that the return of initial capital...

It stands for confidence interval; a statistical measure that represents the mean of an estimate plus and minus the variation...

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

It stands for downturn loss given default; a measure of loss given default (LGD) that captures the worst level reached...

It stands for credit risk mitigation; the process that is implemented to reduce the credit risk of an exposure (e.g.,...

An acronym for horizon risk premium; a risk premium (RP) that relates to a specific time horizon at the end...

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

An acronym for earnings-at-risk; a risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings...

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