It stands for value at risk; a risk measure that summarizes in a single number the overall risk (value at...

A risk measure that summarizes in a single number the overall risk (value at risk) in a portfolio of financial...

A reality check in calculating VaR. It involves testing how well the VaR estimates would have performed in the past....

The risk that a counterparty to a swap will not make a due payment on a specific reset day. Differently...

The risk that arises when a break/ halt in trading is applied. As the name implies, this situation creates a...

The danger of loss which is associated with an unexpected widening or narrowing in the basis between the time of...

A hedging process/ mechanism that is used or offered by Islamic banks and financial institutions to help mitigate a specific...

A type of wrong way risk (WWR) that comes into play because of general market risk factors (macroeconomic factors) affecting...

The risk that arises when income decreases due to changes in interest rates associated with changed maturity profile of interest-bearing...

The determination of the amount due for payment under a policy of insurance. Insurance adjustment denotes the determination of the...