It stands for conjectural wrong way risk; a type of wrong way risk (WWR) that comes into play because of...
It stands for countercyclical capital buffer; a precautionary risk management tool (part of the Basel III agreement) that is used...
A precautionary risk management tool (part of the Basel III agreement) that is used to promote the build-up of capital...
The credit risk that is associated with, or resulting from, bonds. It measures the ability of a bond issuer to...
It stands for distance to default; a measure of risk that is based on the probability distribution of the income...
It stands for directional way risk; the summation of right way risk (RWR) and wrong way risk (WWR); it represents...
It stands for distance to default; a measure of risk that is based on the probability distribution of the income...
The summation of right way risk (RWR) and wrong way risk (WWR); it represents the market- credit dependency (co-movement effects)...
A measure of risk that is based on the probability distribution of the income earned by a firm (e.g., a...
The volatility of an asset's absolute return (i.e., its return measured irrespective of a benchmark rate) as opposed to its...