risk measure
concept in financial mathematics that is used to determine the amount of an asset or set of assets to be kept in reserve
odds ratio
statistic quantifying the association between two events
hazard ratio
ratio of the hazard rates corresponding to the conditions described by two levels of an explanatory variable
defect criticality
measure of the impact of a software defect
risk matrix
matrix that is used during risk assessment to define the level of risk by considering the category of probability or likelihood against the category of consequence severity
exposure at default
Parameter used to calculate capital
Coherent risk measure
concept in financial economics
entropic risk measure
risk measure which depends on the risk aversion of the user through the exponential utility function
Potential future exposure
the maximum expected credit exposure over a specified period of time
severity of illness index
levels within a diagnostic group which are established by measurement criteria applied to the seriousness of a patient's disorder