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Specific WWR

It stands for specific wrong way risk; a type of wrong way risk (WWR) that comes into play because of…

WWR

An acronym for wrong way risk; the risk that arises when a counterparty risk is adversely correlated with the credit...

Wrong Way Risk

The risk that arises when a counterparty risk is adversely correlated with the credit quality of the counterparty in question....

Other Side of the Coin Risk

Another term denoting wrong-way risk; the risk that arises when a counterparty risk is adversely correlated with the credit quality...

Conjectural WWR

It stands for conjectural wrong way risk; a type of wrong way risk (WWR) that comes into play because of...

DWR

It stands for directional way risk; the summation of right way risk (RWR) and wrong way risk (WWR); it represents...

Directional Way Risk

The summation of right way risk (RWR) and wrong way risk (WWR); it represents the market- credit dependency (co-movement effects)...

General WWR

It stands for general wrong way risk; a type of wrong way risk (WWR) that comes into play because of...

General Wrong Way Risk

A type of wrong way risk (WWR) that comes into play because of general market risk factors (macroeconomic factors) affecting...

Conjectural Wrong Way Risk

A type of wrong way risk (WWR) that comes into play because of general market risk factors (macroeconomic factors) affecting...