An attribute of risk that is being measured using a specific model or measure (risk measure). In other words, it...

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

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

A proportionality (negative or positive) of the risk of a position to its size. A positive homogeneity is one of...

A category of financial risk that represents influences or shocks to the financial system, and its institutions, come from external...

A type of endogenous risk that arises from within the financial system where market participants attempt to outsmart, intercept and...

A category of financial risk that represents influences or shocks to the financial system, and its institutions, come from external...

A category of financial risk that arises from the interaction of market participants. It is created endogenously (as opposed to...

The percentage of times (a a probability value) that an estimate is expected to be produced between the upper and...

The percentage of times (a a probability value) that an estimate is expected to be produced between the upper and...