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  1. FINANCE

    #643166

    IATE #3511226
    luach faoi riosca i ndálaí anáis Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    stressed value-at-risk | stressed VaR | sVaR
    en
    Definition maximum potential loss that would result from a price change with a given probability over a specified time horizon obtained by using input calibrated to historical data from a continuous 12-months period of financial stress relevant to the institution's portfolio Reference "COMMISSION IMPLEMENTING REGULATION (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council, CELEX:32014R0680/EN"
    Comment "see value-at-risk: IATE:903888"
    valeur en risque en situation de crise
    fr