Risk Management Abbreviation

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TFC Risks

A category of risks that comprises traded market risk, foreign exchange risk and commodity risk. For example, traded market risk...

mCVaR

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

DLGD

It stands for downturn loss given default; a measure of loss given default (LGD) that captures the worst level reached...

CRM

It stands for credit risk mitigation; the process that is implemented to reduce the credit risk of an exposure (e.g.,...

HRP

An acronym for horizon risk premium; a risk premium (RP) that relates to a specific time horizon at the end...

C-FaR

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

CFaR

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

EAR

An acronym for earnings-at-risk; a risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings...

DVaR

A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

VRP

It stands for volatility risk premium; the premium that corresponds to volatility risk; it is the compensation for bearing the...