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...
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...