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An at-risk student is a term used in the United States to describe a student who requires temporary or ongoing intervention in order to succeed academically. [1] At risk students, sometimes referred to as at-risk youth or at-promise youth, [2] are also adolescents who are less likely to transition successfully into adulthood and achieve economic self-sufficiency. [3]
The 5% Value at Risk of a hypothetical profit-and-loss probability density function. Value at risk (VaR) is a measure of the risk of loss of investment/capital.It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day.
The former definition may not be a coherent risk measure in general, however it is coherent if the underlying distribution is continuous. [4] The latter definition is a coherent risk measure. [3] TVaR accounts for the severity of the failure, not only the chance of failure. The TVaR is a measure of the expectation only in the tail of the ...
Earnings at risk (EaR) and the related cash flow at risk (CFaR) [1] [2] [3] are measures reflecting the potential impact of market risk on the income statement and cash flow statement respectively, and hence the risk to the institution's return on assets and, ultimately, return on equity.
The Liquidity-at-Risk (short: LaR) is a measure of the liquidity risk exposure of a financial portfolio. It may be defined as the net liquidity drain which can occur in the portfolio in a given risk scenario. If the Liquidity-at-Risk is greater than the portfolio's current liquidity position then the portfolio may face a liquidity shortfall.
A coherent risk measure is a function that satisfies properties of monotonicity, sub-additivity, homogeneity, and translational invariance. Properties.
Profit-at-Risk (PaR) is a risk management quantity most often used for electricity portfolios that contain some mixture of generation assets, trading contracts and end-user consumption. It is used to provide a measure of the downside risk to profitability of a portfolio of physical and financial assets, analysed by time periods in which the ...
Time at Risk (TaR) is a time-based risk measure designed for corporate finance practice. TaR represents certain quantile for a given probability distribution, so is similar to Value at Risk (VaR). [ 1 ]