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Guarantor Risk

The risk that a guarantor of a structured product becomes insolvent, and as a result defaults on its obligations associated...

Global Value at Risk

A type or method of value at risk (VaR) that focuses on common risk factors at a broader level amongst...

Global VaR

A type or method of value at risk (VaR) that focuses on common risk factors at a broader level amongst...

C-VaR

It stands for conditional value at risk; the value at risk (VaR) that, as a risk measure, quantifies the tail...

Prepayment Risk

The risk that arises from premature repayment (by a borrower to a lender) of the "outstanding" amount of a loan...

CCR

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

Gap Risk

A type of investment risk that arises from spikes in market volatility or substantial market swings, consequently affecting specific types...

Market Event Risk

A type of investment risk that arises from spikes in market volatility or substantial market swings, consequently affecting specific types...

Jump Risk

A type of investment risk that arises from spikes in market volatility or substantial market swings, consequently affecting specific types...

Credit Risk Spread

In relation to credit default swaps (CDS) and other similar derivatives involving a deal of credit risk, it is the...