Expected Loss
The expected loss is the amount of money that a company anticipates losing in the normal course of operations.
Country Risk
Country risk is the potential loss that may be incurred by foreign investors when investing in a specific country.
Auto-Regressive
Auto-Regressive models are used in statistics, econometrics, and signal processing to represent random processes.
Standard Error of Regression
The standard error of the regression (SER) expresses the degree of uncertainty in the accuracy of the dependent varia...
What is the Central Limit Theorem?
Central limit theorem states that independent random variables tend to sum to one. The mean tends to cluster around a...
Economic Capital
The economic capital gives the company the ability to absorb potential losses so that it can continue operate during ...
What is Cyber Resilience?
Cyber resilience is just one aspect of resilience in general. An organization should aim to be resilient against all ...
Long Term Capital Management
Long-Term Capital Management L.P. was a hedge fund that used absolute-return trading tactics in derivatives with subs...
Cox Ingersoll Ross
Cox-Ingersoll-Ross (CIR) model incorporates the basis point volatility increases proportionally to the square root of...