E – Fincyclopedia

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Equity Risk

A type of risk that reflects the possibility of changes in the market price of equities or equity instruments arising...

EAR

An acronym for earnings-at-risk; a risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings...

Earnings at Risk

A risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings over the next twelve...

Exogenous Risk

A category of financial risk that represents influences or shocks to the financial system, and its institutions, come from external...

Endogenous Risk

A category of financial risk that arises from the interaction of market participants. It is created endogenously (as opposed to...

Economic Capital

The amount of capital that is required for a financial institution to be able to absorb losses over a certain...

Equity Price Risk

A type of price risk that arises when the fair value of equities decreases due to unfavorable changes in the...

Enumerated Hedge

A hedge (hedging transaction) that is exempted from position limits as decided by an exchange. Examples of enumerated hedging positions...

ES

It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...

Expected Shortfall

A risk measure that quantifies the tail risk that an investment portfolio may be exposed to. This risk measure is...