A quantitative measure that is used to estimate the credit risk of a credit portfolio (e.g., a bond portfolio). It...
It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...
It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...
For a bond (or generally any type of debt), it is its market value a few days after a default,...
Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...
Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...
A risk management technique that is used to estimate how a company’s portfolio would have performed under some of the...
An asset-based complex risk management strategy that is usually implemented by some savings institutions (thrifts, savings and loan institutions (S&Ls))....
A threat or opportunity that is by nature not quantifiable or cannot be quantified using typical risk management tools and...
A threat or opportunity that is by nature not quantifiable or cannot be quantified using typical risk management tools and...