risk measure

Defined in Article 2, Commission Delegated Regulation (EU) 2018/959

Definitions over time (1)

1. 26/07/2018 – today applies on 11/11/2026 Article 2, Commission Delegated Regulation (EU) 2018/959 Scope: Whole act

   For the purposes of this Delegated Act, the following definitions shall apply:

   ‘risk measure’ means a single statistic on operational risk extracted from the aggregated loss distribution at the desired confidence level, including Value at Risk (VaR), or shortfall measures (e.g. Expected Shortfall, Median Shortfall);

Used in (9 places in 5 provisions on 11/11/2026)

Commission Delegated Regulation (EU) 2018/959 (9 in 5)

Recital 12 · Article 2 · Article 28 · Article 29 · Article 32⁵