A type of risk redistribution that aims to mitigate risk, not only by risk management departments (functional level) but also...
A type of risk that arises from the probability that a counterparty to a transaction (investment, lending/ borrowing, trading, etc.)...
It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...
It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...
A measure of risk (value at risk, VaR) that captures the impact on...
It stands for reverse stress testing; a stress testing that is conducted "reversely". While stress testing is a forward-looking technique...
A stress testing that is conducted "reversely". While stress testing is a forward-looking technique and approach (and scenario analysis tool)...
It stands for counterparty credit risk; a type of credit risk that arises or may arise on both sides of...
A type of credit risk that arises or may arise on both sides of a transaction if a credit event...
The amount of losses (loss given default, LGD) that is based on the cash flows observed between the time of...