It stands for risk-on, risk-off; the process of two-way switching between risky and risk-free investments depending on or in reaction...
The process of two-way switching between risky and risk-free investments depending on or in reaction to risk sentiment as perceived...
The price of credit risk quoted in a credit default swap. This price is derived indirectly from the credit risk...
A portfolio construction strategy and methodology that involves equating the contribution to risk from every group of assets (portfolio) taking...
A cap that is placed on a resetting or periodic interest rate. It is usually purchased by a borrower who...
The risk that mortgage brokers encounter in their business- i.e., provision of commitments to mortgage borrowers. It arises from adverse...
It stands for general wrong way risk; a type of wrong way risk (WWR) that comes into play because of...
It stands for value-at-risk; the amount of loss that is expected, at some specific or pre-specified probability (confidence level), to...
The amount of loss that is expected, at some specific or pre-specified probability (confidence level), to be reached or exceeded...
The financial risk that impacts an entity’s financial performance/ profitability due to fluctuations (volatility) in the prices of commodities in...