Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Risk Management Abbreviation – Page 5 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

CVaR

It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

    RWA

    Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...

      CCB

      It stands for countercyclical capital buffer; a precautionary risk management tool (part of the Basel III agreement) that is used...

        DD

        It stands for distance to default; a measure of risk that is based on the probability distribution of the income...

          DWR

          It stands for directional way risk; the summation of right way risk (RWR) and wrong way risk (WWR); it represents...

            DTD

            It stands for distance to default; a measure of risk that is based on the probability distribution of the income...

              General WWR

              It stands for general wrong way risk; a type of wrong way risk (WWR) that comes into play because of...

                VaR

                It stands for value at risk; a risk measure that summarizes in a single number the overall risk (value at...

                  RWR

                  An acronym for right way risk; the risk that arises when a counterparty risk is positively correlated with the credit...