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Non-Traded Value at Risk

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

Non-Traded VaR

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

C-FaR

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

Cash Flow at Risk

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

CFaR

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

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...

GLUEVaR

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

Glue VaR

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