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)...
The ability of a firm (a sector, an economy, etc.) to address and handle the root causes of crises and...
A measure of risk (value at risk, VaR) that captures the smallest level of underperformance (in a portfolio, or in...
It stands for relative value at risk; a measure of risk (value at risk, VaR) that captures the smallest level...
A measure of risk (value at risk, VaR) that captures the smallest level of underperformance (in a portfolio, or in...
For a bond (or generally any type of debt), it is its market value a few days after a default,...
Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...
Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...