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2. Expected shortfall - Wikipedia

   en.wikipedia.org/wiki/Expected_shortfall

   Expected shortfall (ES) is a risk measure —a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst of cases. ES is an alternative to value at risk that is more sensitive to the shape of the ...

3. Risk-weighted asset - Wikipedia

   en.wikipedia.org/wiki/Risk-Weighted_Asset

   Risk-weighted asset. Risk-weighted asset (also referred to as RWA) is a bank's assets or off-balance-sheet exposures, weighted according to risk. [1] This sort of asset calculation is used in determining the capital requirement or Capital Adequacy Ratio (CAR) for a financial institution. In the Basel I accord published by the Basel Committee on ...

4. Kelly criterion - Wikipedia

   en.wikipedia.org/wiki/Kelly_criterion

   Example of the optimal Kelly betting fraction, versus expected return of other fractional bets. In probability theory, the Kelly criterion (or Kelly strategy or Kelly bet) is a formula for sizing a sequence of bets by maximizing the long-term expected value of the logarithm of wealth, which is equivalent to maximizing the long-term expected geometric growth rate.