The amount of losses (loss given default, LGD) that is based on the cash flows observed between the time 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...
A key metric that is used in quantitative risk analysis, reflecting the monetary amount that an entity (a bank, financial...
The ability of a firm (a sector, an economy, etc.) to address and handle the root causes of crises and...
A type or method of value at risk (VaR) that focuses on common risk factors at a broader level amongst...
A type or method of value at risk (VaR) that focuses on common risk factors at a broader level amongst...
It stands for conditional value at risk; the value at risk (VaR) that, as a risk measure, quantifies the tail...
The risk that arises from premature repayment (by a borrower to a lender) of the "outstanding" amount of a loan...
A life insurance policy provision which allows the policyholder to apply the accumulated cash value, as a single premium payment,...