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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...