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)

also used for: 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)
=	Risk measure   (from DBpedia)

Persistent Identifier (for bookmarking and linking)

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