Risk Measures definition

Risk Measures. (RM) means the value of the VaR, sVaR, and when required IRC and APR for the portfolios, as set out in Section3 of this Annex, between the RM initial and RM final reference date;
Sample 1Sample 2Sample 3

Examples of Risk Measures in a sentence

  • Risk Measures In order to quantify the risks outlined in this actuarial funding policy, the following metrics will be included in annual valuation reports.

  • Step 4: Risk Measures: Establish a set of different risk metrics that will be used in the risk-return decision-making of setting the SAA.

  • PBSS Data Brief Decline in Patient Prescription Risk Measures in Florida, 2011-2015.

  • This is the portion of all benefits earned to date that are not covered by plan assets.GLOSSARY OF RISK TERMS Affordability Risk: Measures the affordability of the pension systems.

  • Specific Risk Measures Specific risk is a measure of idiosyncratic risk that could result from risk factors other than broad market movements (e.g. default, event risks).

  • Basic Test Statistics of Money Market Risk Measures (1) Australia 200820092010201120122013201420152016Mean50.7130.2723.5028.0125.3712.4618.8023.0834.95Median46.2027.3022.4523.7924.8012.2517.8021.7035.00Maximum142.7579.8051.5862.5048.9523.2532.7040.5040.20Minimum18.755.255.007.781.000.959.505.5031.50Std.

  • Limitations of Market Risk Measures The interest rate risk models that we use in deriving these measures incorporate contractual information, internally-developed assumptions and proprietary modeling methodologies, which project borrower and depositor behavior patterns in certain interest rate environments.

  • Use of a Range of Risk Measures Most firms that avoided significant unexpected losses used a wide range of risk measures to discuss and challenge views on credit and market risk broadly across different business lines in a disciplined fashion.

  • Explain the implication of basing the Risk Measures in step 4 on the economic surplus amount instead of the regulatory surplus.

  • Data and Risk Measures In the paper we use data from the German Socio-Economic Panel (SOEP) and the Ukrainian Longitudinal Monitoring Survey (ULMS), which are both household surveys representative of the adult populations living in the respective country.4 The SOEP is an annual panel data set and was started in 1984 covering West Germany and extended to East Germany in 1990.

Related to Risk Measures

  • Measures means any measures proposed by the Supplier or any Sub-contractor within the meaning of regulation 13(2)(d) of TUPE;

  • Financial Reporting Measures means measures that are determined and presented in accordance with the accounting principles used in preparing the Company’s financial statements, and all other measures that are derived wholly or in part from such measures. Stock price and total shareholder return (and any measures that are derived wholly or in part from stock price or total shareholder return) shall, for purposes of this Policy, be considered Financial Reporting Measures. For the avoidance of doubt, a Financial Reporting Measure need not be presented in the Company’s financial statements or included in a filing with the SEC.

  • Safeguarding means measures or controls that are prescribed to protect information systems.

  • the Measure means the Diocesan Boards of Education Measure 1991;

  • Performance Measures means measures as described in Article 12 on which the performance goals are based and which are approved by the Company’s shareholders pursuant to this Plan in order to qualify Awards as Performance-Based Compensation.

  • Technical safeguards means the technology and the policy and procedures for its use that 27 protect electronic PHI and control access to it.

  • CRD IV Implementing Measures means any regulatory capital rules or regulations or other requirements, which are applicable to the Issuer and which prescribe (alone or in conjunction with any other rules, regulations or other requirements) the requirements to be fulfilled by financial instruments for their inclusion in the regulatory capital of the Issuer (on a non-consolidated or consolidated basis) to the extent required by the CRD IV Directive or the CRR, including for the avoidance of doubt and without limitation any regulatory technical standards released from time to time by the European Banking Authority (or any successor or replacement thereof);

  • operational risk means the risk of loss for the individual portfolio resulting from inadequate internal processes and failures in relation to people and systems of the investment service provider or from external events, and includes legal and documentation risk and risk resulting from the trading, settlement and valuation procedures operated on behalf of the individual portfolio;