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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.

3. Value at risk - Wikipedia

   en.wikipedia.org/wiki/Value_at_risk

   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.

4. Coherent risk measure - Wikipedia

   en.wikipedia.org/wiki/Coherent_risk_measure

   The average value at risk (sometimes called expected shortfall or conditional value-at-risk or ) is a coherent risk measure, even though it is derived from Value at Risk which is not. The domain can be extended for more general Orlitz Hearts from the more typical Lp spaces .

5. Tail value at risk - Wikipedia

   en.wikipedia.org/wiki/Tail_value_at_risk

   Under some other settings, TVaR is the conditional expectation of loss above a given value, whereas the expected shortfall is the product of this value with the probability of it occurring. [3] The former definition may not be a coherent risk measure in general, however it is coherent if the underlying distribution is continuous. [4]

6. Financial risk modeling - Wikipedia

   en.wikipedia.org/wiki/Financial_risk_modeling

   Financial risk modeling is the use of formal mathematical and econometric techniques to measure, monitor and control the market risk, credit risk, and operational risk on a firm's balance sheet, on a bank's accounting ledger of tradeable financial assets, or of a fund manager's portfolio value; see Financial risk management.

7. Why the pass rate for Level I of the CFA exam just exceeded ...

   www.aol.com/finance/why-pass-rate-level-cfa...

   CFA Institute, a global association of investment professionals, announced on April 4 that among the 16,932 candidates worldwide who sat for the Level I CFA Program exam in February, 44% passed ...

8. Distortion risk measure - Wikipedia

   en.wikipedia.org/wiki/Distortion_risk_measure

   Conditional value at risk is a distortion risk measure with associated distortion function () = {<. [2] [3] The negative expectation is a distortion risk measure with associated distortion function g ( x ) = x {\displaystyle g(x)=x} .

9. Outline of finance - Wikipedia

   en.wikipedia.org/wiki/Outline_of_finance

   Quantitative analyst, Quantitative analysis (finance) § Education and Financial engineering § Education, specifically re roles in quantitative finance (i.e. derivative pricing & hedging, interest rate modeling, financial risk management, financial engineering, computational finance; also, the mathematically intensive variant on the banking ...