The amount of losses (loss given default, LGD) that is based on the cash flows observed between the time of...

The amount of losses (loss given default, LGD) that is based on the cash flows observed between the time of...

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

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

A key metric that is used in quantitative risk analysis, reflecting the monetary amount that an entity (a bank, financial...

The ability of a firm (a sector, an economy, etc.) to address and handle the root causes of crises and...

A type or method of value at risk (VaR) that focuses on common risk factors at a broader level amongst...

A type or method of value at risk (VaR) that focuses on common risk factors at a broader level amongst...

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

The risk that arises from premature repayment (by a borrower to a lender) of the "outstanding" amount of a loan...