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

It stands for glue value at risk; a type or method of value at risk (VaR) that represents a combination...

A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...

A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...

A technique used to test how well (or badly) the Value at Risk (VaR) estimates would have performed using historical…

It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...

It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...

A measure of risk (value at risk, VaR) that captures the impact on...

A type or method of value at risk (VaR) that focuses on common risk factors at a broader level amongst...

A type or method of value at risk (VaR) that focuses on common risk factors at a broader level amongst...