It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...
A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...
A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...
A set of probability distributions (also, a set of densities) over which the expected value of a risk instigated costs...
An attribute of risk that is being measured using a specific model or measure (risk measure). In other words, it...
A tool (mathematical, statistical, etc.) that is used to assess and determine the amount of risk involved in a position/...
A risk measure that satisfies a set of essential properties for a position or a basket of assets, namely: monotonicity,...
A proportionality (negative or positive) of the risk of a position to its size. A positive homogeneity is one of...
A category of financial risk that represents influences or shocks to the financial system, and its institutions, come from external...
A type of endogenous risk that arises from within the financial system where market participants attempt to outsmart, intercept and...