It stands for conditional tail expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...
It stands for glue value at risk; a type or method of value at risk (VaR) that represents a combination...
A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...
It stands for all price risk; a measure of comprehensive risk that is associated with positions that belong to a...
It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...
It stands for reverse stress testing; a stress testing that is conducted "reversely". While stress testing is a forward-looking technique...
It stands for counterparty credit risk; a type of credit risk that arises or may arise on both sides of...
It stands for workout loss given default; the amount of losses (loss given default, LGD) that is based on the...
It stands for loss given default; a key metric that is used in quantitative risk analysis, reflecting the monetary amount...
It stands for conditional value at risk; the value at risk (VaR) that, as a risk measure, quantifies the tail...