A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...
A measure of risk (value at risk, VaR) that represents the volatility to positions, investments, assets, liabilities or commitments comprising...
A category of risks that comprises traded market risk, foreign exchange risk and commodity risk. For example, traded market risk...
A measure of market risk that represents risk arising from changes in fair value of positions, investments, assets, liabilities or...
A measure of the deviation of the returns of an asset/ portfolio/ fund from benchmark returns over a period of...
A measure of the deviation of the returns of an asset/ portfolio/ fund from benchmark returns over a period of...
An acronym for tail conditional expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...
A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...
A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...
It stands for tail value at risk (tail VaR); a risk measure (value at risk, VaR) that quantifies the expected...