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GL

In accounting, GL stands for general ledger; a bookkeeping ledger in which accounting figures (related to transactions and events) are...

Nominal Ledger

The main place in which an entity's accounting transactions are recorded, specifically all non-personal accounts such as cash book, petty...

Asset Specificity

A characterization of an asset or set of assets that are used to serve a narrow purpose. Asset specificity applies...

TFC Risks

A category of risks that comprises traded market risk, foreign exchange risk and commodity risk. For example, traded market risk...

Traded Market Risk

A measure of market risk that represents risk arising from changes in fair value of positions, investments, assets, liabilities or...

Minimum Conditional Value at Risk

A method of calculating conditional value at risk (conditional VaR) that aims to minimize risk (as measured by conditional value...

Multivariate Conditional Value at Risk

A conditional value at risk (conditional VaR) that has more than a single random variable. It deals with several variables,...

mCVaR

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

Subordinated Liabilities

Liabilities which, in the event of liquidation or insolvency of the issuer (the debtor), are treated as subordinated to the...

Minimum Conditional VaR

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...