The yield differential (premium) between short-term and long-term investments/ instruments that arises only for time horizon considerations. It relates to...
An acronym for horizon risk premium; a risk premium (RP) that relates to a specific time horizon at the end...
A risk premium (RP) that relates to a specific time horizon at the end of which an asset or instrument...
A proportionality (negative or positive) of the risk of a position to its size. A positive homogeneity is one of...
A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...
A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...
It stands for historical value at risk (historical VaR); a method of calculating value-at-risk (VaR) that is based on historical...
A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...
A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...
A threat or opportunity that is by nature quantifiable or can be quantified using typical risk management tools and analysis....