Information about Test

  1. Value at risk

    aimlexchange.com/search/wiki/page/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

    aimlexchange.com/search/wiki/page/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. Entropic value at risk

    aimlexchange.com/search/wiki/page/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

  4. Risk

    aimlexchange.com/search/wiki/page/Risk

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

  5. Expected shortfall

    aimlexchange.com/search/wiki/page/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. Risk management

    aimlexchange.com/search/wiki/page/Risk_management

    value at risk (VaR), but there also other measures like profit at risk (PaR) or margin at risk. The Basel II framework breaks risks into market risk (price

  7. Foreign exchange risk

    aimlexchange.com/search/wiki/page/Foreign_exchange_risk

    Foreign exchange risk (also known as FX risk, exchange rate risk or currency risk) is a financial risk that exists when a financial transaction is denominated

  8. Credit risk

    aimlexchange.com/search/wiki/page/Credit_risk

    Credit Risk VAR Value at risk Credit (finance) Default (finance) Jarrow–Turnbull model Merton model "Principles for the Management of Credit Risk – final

  9. Financial risk

    aimlexchange.com/search/wiki/page/Financial_risk

    definition of risk. The four standard market risk factors are equity risk, interest rate risk, currency risk, and commodity risk: Equity risk is the risk that

  10. Market risk

    aimlexchange.com/search/wiki/page/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

Contents