Basel 2.5 and Cash flow at risk: Difference between pages
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(CFaR, or CFAR). | |||
A value at risk measure which identifies the worst-case result for an organisation in cash flow terms, which the organisation can be confident of not doing worse than, at the given level of confidence and assuming the modelling assumptions are valid for the entire forecast period. | |||
== See also == | == See also == | ||
* [[ | * [[Value at risk]] | ||
* [[ | * [[CFAR]] | ||
Revision as of 09:24, 20 May 2015
(CFaR, or CFAR).
A value at risk measure which identifies the worst-case result for an organisation in cash flow terms, which the organisation can be confident of not doing worse than, at the given level of confidence and assuming the modelling assumptions are valid for the entire forecast period.