It stands for parametric value at risk (parametric VaR); a value at risk (VaR) measure/ method that only uses two...
It stands for generalized value at risk (generalized VaR); a type or method of value at risk (VaR) that subjects...
It stands for historical value at risk (historical VaR); a method of calculating value-at-risk (VaR) that is based on historical...
It stands for symmetric value at risk (symmetric VaR); a measure of value at risk (VaR) that captures the risk...
It stands for tail value at risk (tail VaR); a risk measure (value at risk, VaR) that quantifies the expected...
It stands for relative value at risk; a measure of risk (value at risk, VaR) that captures the smallest level...
It stands for central counterparty; a financial institution that assumes counterparty credit risk between parties to a transaction- that is,...
It stands for incremental value at risk; a measure of risk (value at risk, or VaR, for short) that captures...
It stands for average value at risk; the value at risk (VaR), as a special case of spectral risk measures,...
It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...