A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...

A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...

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

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

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

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

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

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

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

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