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CFaR

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

    Daily Value at Risk

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

      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...

          GLUEVaR

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

            Glue VaR

            A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...

              Glue Value at Risk

              A type or method of value at risk (VaR) (specifically, a type of generalized VaR) that represents a combination of...

                Back Testing

                A technique used to test how well (or badly) the Value at Risk (VaR) estimates would have performed using historical…

                  RMVaR

                  It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...

                    Relative MVaR

                    It stands for relative marginal value at risk; a measure of risk (value at risk, VaR) [specifically, marginal value at...