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Stress VaR

A measure of value at risk (VaR) that aims to estimate the potential loss that could arise from a 12-month...

Stress Value at Risk

A measure of value at risk (VaR) that aims to estimate the potential loss that could arise from a 12-month...

Stressed Value at Risk

A measure of value at risk (VaR) that aims to estimate the potential loss that could arise from a 12-month...

Stressed VaR

A measure of value at risk (VaR) that aims to estimate the potential loss that could arise from a 12-month...

SVaR

It stands for symmetric value at risk (symmetric VaR); a measure of value at risk (VaR) that captures the risk...