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DVaR

A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

    Daily VaR

    A measure of daily losses for a position (or a portfolio, fund, entity, etc.) that arise from a risk factor...

      Scaled CVaR

      A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

        Sensitivity-based Conditional Value at Risk

        A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

          Sensitivity-based Conditional VaR

          A measure of value at risk (VaR) that aims to derive the value of conditional value at risk (CVaR) based...

            SCVaR

            It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

              S-CVaR

              It stands for scaled conditional value at risk; a measure of value at risk (VaR) that scales the risk envelope...

                Scaled Conditional VaR

                A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

                  Scaled Conditional Value at Risk

                  A measure of value at risk (VaR) that scales the risk envelope (defined/ target quantiles) of a conditional value at...

                    GLUEVaR

                    It stands for glue value at risk; a type or method of value at risk (VaR) that represents a combination...