Risk Management Acronym – Fincyclopedia

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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...

SD

It stands for standard deviation; a measure of dispersion of a set of data from their mean. It a statistic...