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Central Clearing Counterparty

A financial institution that assumes counterparty credit risk between parties to a transaction- that is, it takes on the credit...

    Central Counterparty

    A financial institution that assumes counterparty credit risk between parties to a transaction- that is, it takes on the credit...

      Cornish-Fisher VaR

      A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...

        Conditional Value at Risk

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

          Conditional VaR

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

            Component VaR

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

              Component Value at Risk

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

                Credit Value at Risk

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

                  CVaR

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

                    Credit VaR

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