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Credit Value at Risk

A quantitative measure that is used to estimate the credit risk of a credit portfolio (e.g., a bond portfolio). It...

CVaR

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

Credit VaR

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

Recovery Rate

For a bond (or generally any type of debt), it is its market value a few days after a default,...

RWA

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

Risk-Weighted Assets

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

Stress Testing

A risk management technique that is used to estimate how a company’s portfolio would have performed under some of the...

Risk-Controlled Arbitrage

An asset-based complex risk management strategy that is usually implemented by some savings institutions (thrifts, savings and loan institutions (S&Ls))....

Soft Risk

A threat or opportunity that is by nature not quantifiable or cannot be quantified using typical risk management tools and...

Intangible Risk

A threat or opportunity that is by nature not quantifiable or cannot be quantified using typical risk management tools and...