An interbank loan that is extended over a short-term and for an interest rate quoted for overnight lending. It is...
A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...
Non-traded market risk is the risk (market risk) that affects the value of assets or liabilities outside the trading book...
Value at risk (VaR) is a technique that determines estimates of the potential loss in the market value of a...
A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...
A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...
A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...
A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...
A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...
A method of calculating conditional value at risk (conditional VaR , CVaR) that modifies or expands it (the conditional VaR)...