It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...
It stands for multivariate conditional value at risk (multivariate conditional VaR); A conditional value at risk (conditional VaR) that has...
A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...
The risk (market risk) that affects the value of assets or liabilities outside the trading book (of an entity, e.g.,...
A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...
A type of insolvency that arises from lack of sufficient cash flows to meet obligations, though an entity has a...
The risk (market risk) that affects the value of assets or liabilities outside the trading book (of an entity, e.g.,...
It stands for non-performing loan; a loan that carries a very high risk of default (100% probability of default), with...
A type of insurance that provides protection (to the holder of a financial obligation) against financial loss arising from default...
A loan that carries a very high risk of default (100% probability of default), with the worst credit grade on...