Information about Test

  1. Value at risk

    Value at risk (VaR) is a measure of the risk of loss for investments. It estimates how much a set of investments might lose (with a given probability)

  2. Tail value at risk

    Tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with the

  3. Risk

    Risk is the potential for uncontrolled loss of something of value. Values (such as physical health, social status, emotional well-being, or financial

  4. Entropic value at risk

    The entropic value-at-risk (EVaR) is a coherent risk measure introduced by Ahmadi-Javid, which is an upper bound for the value at risk (VaR) and the

  5. Expected shortfall

    also called conditional value at risk (CVaR), average value at risk (AVaR), and expected tail loss (ETL). ES estimates the risk of an investment in a conservative

  6. Operational risk

    Operational risk is "the risk of a change in value caused by the fact that actual losses, incurred for inadequate or failed internal processes, people

  7. Risk management

    quality. Intangible risk management allows risk management to create immediate value from the identification and reduction of risks that reduce productivity

  8. Market risk

    covering adverse value changes of a given position. Shape risk Holding period risk Basis risk The capital requirement for market risk is addressed under

  9. Financial risk management

    risk management is the practice of economic value in a firm by using financial instruments to manage exposure to risk: operational risk, credit risk and

  10. Carbon tax

    price on carbon". Companies calculate this internal price to assess the risk value of future projects when making economic investment decisions. Companies