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Cash Flow at Risk

A risk measure (at risk measure) that reflects the extent to which future cash flows of an entity or a...

Daily Value at Risk

A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

DVaR

A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

Daily VaR

A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

Scaled CVaR

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

Sensitivity-based Conditional Value at Risk

A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

Sensitivity-based Conditional VaR

A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

SCVaR

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

S-CVaR

It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

Scaled Conditional VaR

A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...