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CCB

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

DD

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

DWR

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

DTD

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

General WWR

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

VaR

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