Term
Risk Metric
RiskMetricQuantitative measure of risk (Value-at-Risk, duration, delta, beta, tracking error, etc.) computed for a position, account, or fund.
Steward: Sarah Chen
Module: PROJECT
Concepts
CausewayCausewayRiskMetricQuantitative measure of risk (Value-at-Risk, duration, delta, beta, tracking error, etc.) computed for a position, account, or fund.