The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...

The value at risk (VaR) that, as a risk measure, quantifies the tail risk that an investment portfolio may be...

The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...

The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...

A quantitative measure that is used to estimate the credit risk of a credit portfolio (e.g., a bond portfolio). It...

It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

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

It stands for value-at-risk; the amount of loss that is expected, at some specific or pre-specified probability (confidence level), to...

The amount of loss that is expected, at some specific or pre-specified probability (confidence level), to be reached or exceeded...