Credit exposure and related terms
credit exposure, gross current value, net current exposure, gross current exposure, net replace value, maximum exposure, expected exposure
Add-on related terms
add-on, add-on factors, add-on matrix, add-on yield
Margin related terms
margin, cross-margining, margin requirement, margin setting, margin roles, initial margin, net-margining
Price volatility and related terms
mark-to-market, market-to-market, marking-to-market, daily price volatility
Netting related terms
multilateral netting, bilateral netting, netting agreement
Stress related terms
Stress testing, stress scenarios
Backtesting
Capital related terms
capital adequacy, capital rules, capital charges, capital accord, market risk, market risk capital, credit risk capital
Value-at-risk (VAR)