Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Risk – Page 32 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Wednesday, April 30, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Modified Value at Risk

A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...

    Component VaR

    The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...

      Component Value at Risk

      The value at risk (VaR) that is attributed to a given component of a portfolio. For a portfolio where VaR...

        Credit Value at Risk

        A quantitative measure that is used to estimate the credit risk of a credit portfolio (e.g., a bond portfolio). It...

          CVaR

          It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

            Credit VaR

            It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

              Financial Risk

              The risk of financial loss that arises from a possible future change in a financial/ economic variable or more, such...

                Recovery Rate

                For a bond (or generally any type of debt), it is its market value a few days after a default,...

                  RWA

                  Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...

                    Risk-Weighted Assets

                    Assets which are adjusted to relevant risks by multiplying their values by the proper risk weights. Risk-weighted assets (RWAs) measure...