Filter by Categories
Accounting
Banking

Pretty-Face Risk

The risk that arises from the tendency of a derivatives user/ dealer to judge a counterparty to a derivatives transaction...

Pollyanna Risk

The risk that arises from naive optimism or a confidence bordering on arrogance by large institutional investors dealing in derivatives....

NFR

It stands for non-financial risk; all of the risks which are not part of the broad universe of financial risks...

Non-Financial Risk

All of the risks which are not part of the broad universe of financial risks (mainly, market risk, credit risk...

Interval Value-at-Risk

A type of value-at-risk (VaR) that measures the risk associated with a risky asset with an interval-valued return. At the...

Interval VaR

Interval value-at-risk; a measure of the risk associated with a risky asset with an interval-valued return. At the core of...

IVaR

It stands for incremental value at risk; a measure of risk (value at risk, or VaR, for short) that captures...

Incremental VaR

A measure of risk (value at risk, or VaR, for short) that captures the amount risk a specific position adds...

Incremental Value at Risk

A measure of risk (value at risk, or VaR, for short) that captures the amount risk a specific position adds...

Marginal Value at Risk

A measure of risk (value at risk or VaR) that constitutes the amount of additional risk that is added by...