Financial Risk Management Glossary

A

• Adjoint algorithmic differentiation (AAD) in Financial Risk Management
• Advanced internal ratings-based approach (A-IRB) in Financial Risk Management
• Algorithmic hedging in Financial Risk Management
• Algorithmic pricing in Financial Risk Management
• Alpha in Financial Risk Management
• Alternative data in Financial Risk Management
• American-style option in Financial Risk Management
• Arbitrage in Financial Risk Management
• Arbitrage-free model in Financial Risk Management
• Asset in Financial Risk Management
• Asset Liability Management (ALM) in Financial Risk Management
• Autocallable in Financial Risk Management

B

• Backtesting in Financial Risk Management
• Bail-in in Financial Risk Management
• Bank Recovery and Resolution Directive (BRRD) in Financial Risk Management
• Banking book in Financial Risk Management
• Basel Accords in Financial Risk Management
• BASEL I, II, III in Financial Risk Management
• Basel III in Financial Risk Management
• BASEL in Financial Risk Management
• Basis risk in Financial Risk Management
• Bayesian statistics in Financial Risk Management
• BCBS 239 in Financial Risk Management
• Bermudan option in Financial Risk Management
• Bitcoin in Financial Risk Management
• Black-Scholes Model in Financial Risk Management
• Bull and Bear Spreads in Financial Risk Management
• Business Risk in Financial Risk Management

C

• Calibration in Financial Risk Management
• Call option in Financial Risk Management
• Capital Adequacy Ratio (CAR) in Financial Risk Management
• Capital floor in Financial Risk Management
• Capital Requirements Directive (CRD) in Financial Risk Management
• Capital valuation adjustment (KVA) in Financial Risk Management
• CCP basis in Financial Risk Management
• Central limit order book (Clob) in Financial Risk Management
• Clearing member in Financial Risk Management
• Close-out netting in Financial Risk Management
• Collateral in Financial Risk Management
• Commodity trading adviser (CTA) in Financial Risk Management
• Counterparty Risk in Financial Risk Management
• Credit Counterparty Risk in Financial Risk Management
• Credit Derivatives in Financial Risk Management
• Credit Ratings in Financial Risk Management
• Credit Risk in Financial Risk Management

D

• Debit valuation adjustment (DVA) in Financial Risk Management
• Default Risk in Financial Risk Management
• Delta in Financial Risk Management
• Delta Neutral Strategies in Financial Risk Management
• Derivative in Financial Risk Management
• Distributed ledger technology (DLT) in Financial Risk Management
• Dividend in Financial Risk Management
• Dodd-Frank Act in Financial Risk Management

E

• Earnings Per Share (EPS) in Financial Risk Management
• Economic Capital in Financial Risk Management
• Elicitability in Financial Risk Management
• Endogenous risk in Financial Risk Management
• Eonia in Financial Risk Management
• Equity derivatives in Financial Risk Management
• Equity option in Financial Risk Management
• EU Benchmarks Regulation (BMR) in Financial Risk Management
• Euribor in Financial Risk Management
• European Market Infrastructure Regulation (Emir) in Financial Risk Management
• European-style option in Financial Risk Management
• Exchange-traded fund (ETF) in Financial Risk Management
• Exogenous Event in Financial Risk Management
• Expected Loss in Financial Risk Management

F

• Factor investing in Financial Risk Management
• Fat tails in Financial Risk Management
• Financial Risk in Financial Risk Management
• Fixed Income in Financial Risk Management
• Flylets in Financial Risk Management
• Forward Rate Agreement in Financial Risk Management
• Fundamental Review of the Trading Book (FRTB) in Financial Risk Management
• Funding valuation adjustment (FVA) in Financial Risk Management
• Futures commission merchant (FCM) in Financial Risk Management

G

• Gamma in Financial Risk Management
• Gap Analysis in Financial Risk Management
• GARCH Model in Financial Risk Management
• Global systemically important bank (G-Sib) in Financial Risk Management
• Greeks in Financial Risk Management
• Growth Investing in Financial Risk Management

H

• Haircut in Financial Risk Management
• Heavy tails in Financial Risk Management
• Hedge accounting in Financial Risk Management
• Hedging in Financial Risk Management
• High Water Mark in Financial Risk Management
• High-Frequency Trading in Financial Risk Management
• Historical simulation in Financial Risk Management

I

• IFRS 9 in Financial Risk Management
• Implied volatility in Financial Risk Management
• Indifference pricing in Financial Risk Management
• Inflation Risk in Financial Risk Management
• Inflation swap in Financial Risk Management
• Initial margin (IM) in Financial Risk Management
• Insurance in Financial Risk Management
• Interest rate option in Financial Risk Management
• Interest Rate Risk in Financial Risk Management
• Interest rate risk in the banking book (IRRBB) in Financial Risk Management
• Interest rate swap in Financial Risk Management
• Internal Controls in Financial Risk Management
• Internal models approach (IMA) in Financial Risk Management
• Internal ratings-based (IRB) approach in Financial Risk Management

J

• Joint Probability in Financial Risk Management
• Jump Risk in Financial Risk Management
• Junk Bond in Financial Risk Management

K

• Kelly Criterion in Financial Risk Management
• Key Risk Indicators (KRIs) in Financial Risk Management
• Kickback in Financial Risk Management

L

• Legal and regulatory compliance risk in Financial Risk Management
• Legal risk in Financial Risk Management
• Leverage in Financial Risk Management
• Leverage ratio in Financial Risk Management
• Libor in Financial Risk Management
• Libor-OIS spread in Financial Risk Management
• Liquidity coverage ratio (LCR) in Financial Risk Management
• Liquidity Risk in Financial Risk Management
• Local correlation in Financial Risk Management
• Local volatility in Financial Risk Management
• London interbank offered rate (Libor) in Financial Risk Management
• Long-Term Debt in Financial Risk Management

M

• Machine learning in Financial Risk Management
• Margin Call in Financial Risk Management
• Margin valuation adjustment (MVA) in Financial Risk Management
• Market Discipline in Financial Risk Management
• Market impact in Financial Risk Management
• Market Risk in Financial Risk Management
• Market risk modelling in Financial Risk Management
• Markets in Financial Instruments Directive (Mifid) in Financial Risk Management
• Markets in Financial Instruments Regulation (Mifir) in Financial Risk Management
• Matching adjustment in Financial Risk Management
• Mifid II in Financial Risk Management
• Mifid in Financial Risk Management
• Minimum Capital Requirements in Financial Risk Management
• Monte Carlo Simulation in Financial Risk Management

N

• Natural hedge in Financial Risk Management
• Net stable funding ratio (NSFR) in Financial Risk Management
• Netting in Financial Risk Management
• Network theory in Financial Risk Management
• No definitions in Financial Risk Management
• No-arbitrage pricing in Financial Risk Management
• Non-deliverable forward (NDF) in Financial Risk Management
• Non-modellable risk factors (NMRFs) in Financial Risk Management
• Non-Performing Loan in Financial Risk Management
• Normal Distribution in Financial Risk Management

O

• OIS discounting in Financial Risk Management
• Omega ratio in Financial Risk Management
• Operational Risk in Financial Risk Management
• Operational risk modelling in Financial Risk Management
• Option in Financial Risk Management
• Options Trading in Financial Risk Management
• Organised trading facility (OTF) in Financial Risk Management
• Overnight index swap (OIS) in Financial Risk Management

P

• P-measure in Financial Risk Management
• P&L attribution test in Financial Risk Management
• Packaged Retail and Insurance-based Investment Products (Priips) regulation in Financial Risk Management
• Partial differential equation (PDE) in Financial Risk Management
• Portfolio compression in Financial Risk Management
• Portfolio Management in Financial Risk Management
• Position limits in Financial Risk Management
• Post-trade settlement in Financial Risk Management
• Post-trade transparency in Financial Risk Management
• Pre-trade transparency in Financial Risk Management
• Price-to-Earnings Ratio (P/E Ratio) in Financial Risk Management
• Probability in Financial Risk Management
• Put option in Financial Risk Management

Q

• Q-measure in Financial Risk Management
• Quality Control in Financial Risk Management
• Quality factor in Financial Risk Management
• Quantitative Analysis in Financial Risk Management
• Quantitative investing in Financial Risk Management
• Quantization in Financial Risk Management
• Quick Ratio in Financial Risk Management

R

• Real-time gross settlement (RTGS) in Financial Risk Management
• Recovery and resolution in Financial Risk Management
• Regulation on Wholesale Energy Market Integrity and Transparency (Remit) in Financial Risk Management
• Regulatory Capital in Financial Risk Management
• Remit in Financial Risk Management
• Repurchase agreement (repo) in Financial Risk Management
• Return on Investment (ROI) in Financial Risk Management
• Rho in Financial Risk Management
• Risk Appetite in Financial Risk Management
• Risk Basics in Financial Risk Management
• Risk Classification in Financial Risk Management
• Risk data aggregation in Financial Risk Management
• Risk factors in Financial Risk Management
• Risk Management in Financial Risk Management
• Risk margin in Financial Risk Management
• Risk Measurement in Financial Risk Management
• Risk parity in Financial Risk Management
• Risk Policy in Financial Risk Management

S

• Secured overnight financing rate (SOFR) in Financial Risk Management
• Securities Financing Transactions Regulation (SFTR) in Financial Risk Management
• Securities lending in Financial Risk Management
• Sensitivities-based approach (SBA) in Financial Risk Management
• Settlement in Financial Risk Management
• Settlement risk in Financial Risk Management
• Sharpe Ratio in Financial Risk Management
• Single point of entry resolution (SPE) in Financial Risk Management
• Size factor in Financial Risk Management
• Smart beta in Financial Risk Management
• Solvency in Financial Risk Management
• Stress Testing in Financial Risk Management
• Supervisory Review Process in Financial Risk Management

T

• T+1 settlement in Financial Risk Management
• T+2 settlement in Financial Risk Management
• Tail Risk in Financial Risk Management
• Target redemption forward (Tarf) in Financial Risk Management
• The Internal Ratings Based (IRB) Approach in Financial Risk Management
• Theta in Financial Risk Management
• Three lines of defence (3LOD) in Financial Risk Management
• Total loss-absorbing capacity (TLAC) in Financial Risk Management
• Total Return in Financial Risk Management
• Total return swap (TRS) in Financial Risk Management
• Tracking Error in Financial Risk Management
• Trade reporting in Financial Risk Management
• Trade repository (under Emir) in Financial Risk Management
• Trade repository in Financial Risk Management

U

• Underwriting in Financial Risk Management
• Unsystematic Risk in Financial Risk Management
• Upside/downside risk in Financial Risk Management

V

• Valuation adjustments (XVAs) in Financial Risk Management
• Value at Risk (VaR) in Financial Risk Management
• Value factor in Financial Risk Management
• Value Investing in Financial Risk Management
• Value-at-risk (VAR) in Financial Risk Management
• Vanilla option in Financial Risk Management
• VaR (Value at Risk) in Financial Risk Management
• VAR in Financial Risk Management
• Variance swap in Financial Risk Management
• Variation margin (VM) in Financial Risk Management
• Vega in Financial Risk Management
• Volatility in Financial Risk Management
• Volatility skew in Financial Risk Management
• Volatility smile in Financial Risk Management

W

• Wealth Management in Financial Risk Management
• Working Capital in Financial Risk Management
• Worst-case scenario in Financial Risk Management
• Wrong-way risk (WWR) in Financial Risk Management

X

• Xenocurrency in Financial Risk Management
• Xenocurrency Trading in Financial Risk Management

Y

• Yield Curve in Financial Risk Management
• Yield Curve Risk in Financial Risk Management
• Yield in Financial Risk Management

Z

• Z-Score in Financial Risk Management
• Zero-Coupon Bond in Financial Risk Management
• Zero-Sum Game in Financial Risk Management