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Horizon Premium

The yield differential (premium) between short-term and long-term investments/ instruments that arises only for time horizon considerations. It relates to...

HRP

An acronym for horizon risk premium; a risk premium (RP) that relates to a specific time horizon at the end...

Horizon Risk Premium

A risk premium (RP) that relates to a specific time horizon at the end of which an asset or instrument...

C-FaR

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

Cash Flow at Risk

A risk measure (at risk measure) that reflects the extent to which future cash flows of an entity or a...

CFaR

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

EAR

An acronym for earnings-at-risk; a risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings...

Earnings at Risk

A risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings over the next twelve...

Risk Measure

A tool (mathematical, statistical, etc.) that is used to assess and determine the amount of risk involved in a position/...

Coherent Risk Measure

A risk measure that satisfies a set of essential properties for a position or a basket of assets, namely: monotonicity,...