Risk measure  

Risikomaß   (german)

used for: Value at risk, VaR (Value at Risk), Lower partial moments, LPM (Lower Partial Moments), Expected tail loss, Expected shortfall, Conditional value at risk, CVaR (Conditional value at risk)

Broader Terms

• Statistical measures  

Related Terms

• Risk  

Subject Categories

• N.09.02.04 Descriptive statistics  
• W.14.01.02 Economics of banking  

Links to other Thesauri and Vocabularies

=	Value at Risk   (from GND)
=	risk measure   (from Wikidata)

Persistent Identifier (for bookmarking and linking)

• http://zbw.eu/stw/descriptor/19828-0