TERMIUM Plus®
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HISTORICAL VOLATILITY [2 records]
Record 1 - internal organization data 2006-03-10
Record 1, English
Record 1, Subject field(s)
- Stock Exchange
- Investment
Record 1, Main entry term, English
- historical volatility
1, record 1, English, historical%20volatility
correct
Record 1, Abbreviations, English
Record 1, Synonyms, English
- historic volatility 2, record 1, English, historic%20volatility
correct
Record 1, Textual support, English
Record number: 1, Textual support number: 1 DEF
A statistical measure of the volatitlity of a futures contract, security, or other instrument over a specified number of past trading days. 3, record 1, English, - historical%20volatility
Record 1, French
Record 1, Domaine(s)
- Bourse
- Investissements et placements
Record 1, Main entry term, French
- volatilité historique
1, record 1, French, volatilit%C3%A9%20historique
correct, feminine noun
Record 1, Abbreviations, French
Record 1, Synonyms, French
Record 1, Textual support, French
Record number: 1, Textual support number: 1 DEF
Volatilité mesurant, en pour-cent, le risque de déviation de la valeur sous-jacente par rapport à une tendance moyenne pour une période donnée. 2, record 1, French, - volatilit%C3%A9%20historique
Record 1, Spanish
Record 1, Textual support, Spanish
Record 2 - internal organization data 1996-07-04
Record 2, English
Record 2, Subject field(s)
- Investment
- Accounting
Record 2, Main entry term, English
- model risk
1, record 2, English, model%20risk
correct
Record 2, Abbreviations, English
Record 2, Synonyms, English
Record 2, Textual support, English
Record number: 2, Textual support number: 1 OBS
Valuations of derivative positions are based on theoretical models. Based on these models, firms can project their exposures on individual swaps and assume a random likelihood of default, then come up with a rule of thumb for capital allocation to cover average replacement costs. Frequently, banks will also look at a worst-case scenario. Firms constantly test their models and modify them accordingly. Models used to calculate exposures aren’t consistent in quality and depend on historical records of volatility. 1, record 2, English, - model%20risk
Record 2, French
Record 2, Domaine(s)
- Investissements et placements
- Comptabilité
Record 2, Main entry term, French
- risque concernant les modèles
1, record 2, French, risque%20concernant%20les%20mod%C3%A8les
correct, masculine noun
Record 2, Abbreviations, French
Record 2, Synonyms, French
Record 2, Textual support, French
Record number: 2, Textual support number: 1 OBS
L'évaluation de la qualité des produits dérivés en portefeuille se fonde sur des modèles théoriques. Les modèles de calcul des risques ne sont pas tous de la même qualité et leur fiabilité dépend des données historiques recueillies sur la volatilité. En outre, il existe toujours un risque que le présent ne concorde pas avec le passé. 1, record 2, French, - risque%20concernant%20les%20mod%C3%A8les
Record 2, Spanish
Record 2, Textual support, Spanish
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