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C-VaR

It stands for conditional value at risk; the value at risk (VaR) that, as a risk measure, quantifies the tail...

Project VaR

A value at risk (VaR) measure/ method that connects the risks associated with two essential aspects in project management: time...

Project Value at Risk

A value at risk (VaR) measure/ method that connects the risks associated with two essential aspects in project management: time...

Historical Method

A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...

PVaR

It stands for parametric value at risk (parametric VaR); a value at risk (VaR) measure/ method that only uses two...

Variance/ Covariance VaR

A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

Variance/ Covariance Value at Risk

A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

Gaussian VaR

A type or method of value at risk (VaR) that assumes the data (used in calculation) follows a normal or...

Gaussian Value at Risk

A type or method of value at risk (VaR) that assumes the data (used in calculation) follows a normal or...

GVaR

It stands for generalized value at risk (generalized VaR); a type or method of value at risk (VaR) that subjects...