A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...

The risk (market risk) that affects the value of assets or liabilities outside the trading book (of an entity, e.g.,...

A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...

The risk (market risk) that affects the value of assets or liabilities outside the trading book (of an entity, e.g.,...

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

A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...

A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...

A type of risk that reflects the possibility of changes in the market price of equities or equity instruments arising...

A type of risk that arises in connection with a credit spread. It is the risk that the value of...

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