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Glossary of financial risk management terms - Risk.net Skip to main content Risk.net English 日本語 All sections Latest Desks Risk management Markets Regulation Investing Risk Quantum Cutting Edge Risk Data Counterparty Radar Credit: Index CDS Credit: Single-name CDS Credit: Credit options Equity: Index stock options Equity: Single-stock options Foreign exchange: FX forwards Foreign exchange: FX options Rates: Inflation swaps Rates: Interest rate swaps Rates: Interest rate swaptions Repo Risk Quantum Risk Quantum database Risk Scenarios Inflation scenarios (May 22) Climate scenarios Inflation scenarios (Oct 21) US election scenarios Editors' choice Quant Finance Master’s Guide 2026 Credit default swaps break through fourth wall Risk Awards 2026: The winners Playing the yield: rates rev up structured products Review of 2025: It’s the end of the world, and it feels fine Top stories by region Asia Pacific Europe North America US Banking Special features Top 10 Op Risks Op Risk Benchmarking Quant Finance Master's Guide Talking Heads Top 10 Investment Risks Dealer Rankings Awards Risk Awards Asia Risk Awards Markets Tech Awards Risk Tech Awards Upcoming events Conferences Training Webinars Risk Learning Public courses Books Journals White papers and resources Marketing services Our digital network Central Banking FX Markets WatersTechnology Chartis Research Glossary Access and account options Sign in Newsletters Register Subscriptions Corporate license finder Apps Help centre End of drawer navigation content Search Risk.net English 日本語 Register Subscribe Sign in My account Newsletters Apps Help Centre Welcome You are currently accessing Risk.net via your Enterprise account. 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A B C D E F G H I J K L M N O P Q R S T U V W X Y Z A Show "A" list Hide "A" list Adjoint algorithmic differentiation (AAD) Advanced internal ratings-based approach (A-IRB) Algorithmic hedging Algorithmic pricing Alternative data American-style option Arbitrage-free model Autocallable B Show "B" list Hide "B" list Backtesting Bail-in Bank Recovery and Resolution Directive (BRRD) Banking book Basel III Basis risk Bayesian statistics BCBS 239 Bermudan option Bitcoin View all "B" C Show "C" list Hide "C" list Calibration Call option Capital floor Capital Requirements Directive (CRD) Capital valuation adjustment (KVA) CCP basis Central limit order book (Clob) Clearing member Close-out netting Commodity trading adviser (CTA) View all "C" D Show "D" list Hide "D" list Debit valuation adjustment (DVA) Delta DFAST Distributed ledger technology (DLT) Dodd-Frank Act E Show "E" list Hide "E" list Elicitability Endogenous risk Eonia Equity derivatives Equity option EU Benchmarks Regulation (BMR) Euribor European Market Infrastructure Regulation (Emir) European-style option Exchange-traded fund (ETF) View all "E" F Show "F" list Hide "F" list Factor investing Fat tails Flylets Fundamental Review of the Trading Book (FRTB) Funding valuation adjustment (FVA) Futures commission merchant (FCM) G Show "G" list Hide "G" list Gamma Global systemically important bank (G-Sib) Greeks H Show "H" list Hide "H" list Haircut Heavy tails Hedge accounting Historical simulation I Show "I" list Hide "I" list IFRS 9 Implied volatility Indifference pricing Inflation swap Initial margin (IM) Interest rate option Interest rate risk in the banking book (IRRBB) Interest rate swap Internal models approach (IMA) Internal ratings-based (IRB) approach View all "I" J No definitions K Show "K" list Hide "K" list Key risk indicators (KRIs) L Show "L" list Hide "L" list Legal and regulatory compliance risk Legal risk Leverage ratio Libor Libor-OIS spread Liquidity coverage ratio (LCR) Liquidity risk Local correlation Local volatility London interbank offered rate (Libor) View all "L" M Show "M" list Hide "M" list Machine learning Margin valuation adjustment (MVA) Market impact Market risk Market risk modelling Markets in Financial Instruments Directive (Mifid) Markets in Financial Instruments Regulation (Mifir) Matching adjustment Mifid Mifid II View all "M" N Show "N" list Hide "N" list Natural hedge Net stable funding ratio (NSFR) Netting Network theory No-arbitrage pricing Non-deliverable forward (NDF) Non-modellable risk factors (NMRFs) O Show "O" list Hide "O" list OIS discounting Omega ratio Operational risk Operational risk modelling Organised trading facility (OTF) Overnight index swap (OIS) P Show "P" list Hide "P" list P&L attribution test P-measure Packaged Retail and Insurance-based Investment Products (Priips) regulation Partial differential equation (PDE) Portfolio compression Position limits Post-trade settlement Post-trade transparency Potential future exposure (PFE) Pre-trade transparency View all "P" Q Show "Q" list Hide "Q" list Q-measure Quality factor Quantitative investing Quantization R Show "R" list Hide "R" list Real-time gross settlement (RTGS) Recovery and resolution Regulation on Wholesale Energy Market Integrity and Transparency (Remit) Remit Repurchase agreement (repo) Rho Risk data aggregation Risk factors Risk margin Risk parity View all "R" S Show "S" list Hide "S" list Secured overnight financing rate (SOFR) Securities Financing Transactions Regulation (SFTR) Securities lending Sensitivities-based approach (SBA) Settlement Settlement risk Sharpe ratio Single point of entry resolution (SPE) Size factor Smart beta View all "S" T Show "T" list Hide "T" list T+1 settlement T+2 settlement Target redemption forward (Tarf) Theta Three lines of defence (3LOD) Total loss-absorbing capacity (TLAC) Total return swap (TRS) Trade reporting Trade repository Trade repository (under Emir) View all "T" U Show "U" list Hide "U" list Upside/downside risk V Show "V" list Hide "V" list Valuation adjustments (XVAs) Value factor Value-at-risk (VAR) Vanilla option VAR Variance swap Variation margin (VM) Vega Volatility skew Volatility smile View all "V" W Show "W" list Hide "W" list Wrong-way risk (WWR) X No definitions Y No definitions Z No definitions Support About us Contact us Editorial pledge Help Centre Services Advertising Media pack Legal & Privacy Accessibility Website conditions of use Privacy notice Terms and conditions California Residents – Do not sell my personal information Consent preferences Useful links View all Follow topics Twitter Linkedin Newsletters Facebook Apps Social hub RSS © Infopro Digital 2026 © Infopro Digital Services Limited (2026). 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