A measure of risk (value at risk, VaR) that represents the volatility to capital driven by the fair value through...
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.,...
The risk that is inherent to the broader market. Non-diversifiable risk, also known as systematic risk, volatility risk, or market...
It stands for non-financial risk; a type of risk that is not financial in nature. It constitutes all types of...
A type of risk that is not financial in nature. It constitutes all types of risk other than financial risk...
A bell-shaped curve that depicts a continuous probability distribution for a real-valued random variable. For a range of measurement values,...
An element of risk (specifically, price risk) that is diversifiable- i.e., major part of which can be eliminated by adding...
A contractual clause that is included in over-the-counter derivatives contracts in order to mitigate credit risk. It states that, if...
A hedge that is designed to neutralize connection to market forces. It is a combination of market risk offsetting positions...