A measure of risk (value at risk or VaR) which is computed using the expected return and the standard deviation...
A measure of risk (value at risk or VaR) which is computed using the expected return and the standard deviation...
The risk that arises when a dealer/ end user harbors a deceptive feeling that they are enveloped in a blanket...
A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...
A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...
The risk that arises from cross-border differences among derivatives regulators on matters such as bankruptcy, accounting standards, speculation rules, etc....
It stands for central counterparty; a financial institution that assumes counterparty credit risk between parties to a transaction- that is,...
A financial institution that assumes counterparty credit risk between parties to a transaction- that is, it takes on the credit...
A financial institution that assumes counterparty credit risk between parties to a transaction- that is, it takes on the credit...
The risk that arises from the tendency of a derivatives user/ dealer to judge a counterparty to a derivatives transaction...