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  • Thursday, April 10, 2025
  • The Financial Encyclopedia
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Modified VaR

A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...

    Modified Value at Risk

    A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...

      Component VaR

      The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...

        Component Value at Risk

        The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...

          Credit Value at Risk

          A quantitative measure that is used to estimate the credit risk of a credit portfolio (e.g., a bond portfolio). It...

            CVaR

            It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

              Credit VaR

              It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

                Financial Risk

                The risk of financial loss that arises from a possible future change in a financial/ economic variable or more, such...

                  Recovery Rate

                  For a bond (or generally any type of debt), it is its market value a few days after a default,...

                    RWA

                    Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...