The amount of capital that is required for a financial institution to be able to absorb losses over a certain...
An acronym for wrong way risk; the risk that arises when a counterparty risk is adversely correlated with the credit...
The risk that arises when a counterparty risk is adversely correlated with the credit quality of the counterparty in question....
An acronym for tail conditional expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...
It stands for conditional tail expectation; a risk measure (value at risk, VaR) that quantifies the expected value of the...
A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...
It stands for glue value at risk; a type or method of value at risk (VaR) that represents a combination...
A risk measure (value at risk, VaR) that quantifies the expected value of the loss arising on a portfolio/ a...
A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...
A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...