Stressed Value at Risk | stressed VaR

stressed value-at-risk | stressed VaR | sVaR [Abbr.]

Definition: States of subjective distress and emotional disturbance, usually interfering with social functioning and performance, arising in the period of adaptation to a significant life change or a stressful life event. The stressor may have affected the integrity of an individual's social network (bereavement, separation experiences) or the wider system of social supports and values (migration, refugee status), or represented a major developmental transition or crisis (going to school, becoming a parent, failure to attain a cherish ...[+++]ed personal goal, retirement). Individual predisposition or vulnerability plays an important role in the risk of occurrence and the shaping of the manifestations of adjustment disorders, but it is nevertheless assumed that the condition would not have arisen without the stressor. The manifestations vary and include depressed mood, anxiety or worry (or mixture of these), a feeling of inability to cope, plan ahead, or continue in the present situation, as well as some degree of disability in 9the performance of daily routine. Conduct disorders may be an associated feature, particularly in adolescents. The predominant feature may be a brief or prolonged depressive reaction, or a disturbance of other emotions and conduct. | Culture shock Grief reaction Hospitalism in children

21. Urges that the provision of humanitarian aid follows international humanitarian law, and that EU humanitarian aid not be subject to restrictions imposed by other partner donors; expresses its concerns over, and condemns, the continued use of rape and other forms of sexual and gender-based violence against women and girls as a war weapon in humanitarian emergencies; emphasises that this violence, along with its physical and psychological consequences, needs to be addressed; calls for a global commitment to ensure that women and girls are safe from the start of every emergency or crisis by addressing the risk of sexual and gender-ba ...[+++]sed violence, by raising awareness, by assuring the prosecution of the perpetrators of such violence, and by ensuring that women and girls have access to the full range of sexual and reproductive health services, including safe abortions, in humanitarian crises, rather than perpetuating what amounts to inhumane treatment, as required by international humanitarian law and as foreseen in the Geneva Conventions and their Additional Protocols;

225. Considers that situations of crisis and fragility require the development of policies which call for new approaches, new methods and expertise, particularly concerning activities such as (i) identifying risks at different operational levels, (ii) making scenario and projections of likely consequences and (iii) designing instruments to avoid, reduce and prepare for risks and potential disaster; calls for a flexible approach in order to allow the Commission to adapt its measures and instruments for assistance adequately and rap ...[+++]idly to a crisis and post-crisis situation; notes in this context that in the meantime the Commission has set up a system to mobilise experts in various fields of competence in order to allow at short notice the deployment of additional staff to Union delegations or headquarter services in the case of staff shortage;

225. Considers that situations of crisis and fragility require the development of policies which call for new approaches, new methods and expertise, particularly concerning activities such as (i) identifying risks at different operational levels, (ii) making scenario and projections of likely consequences and (iii) designing instruments to avoid, reduce and prepare for risks and potential disaster; calls for a flexible approach in order to allow the Commission to adapt its measures and instruments for assistance adequately and rap ...[+++]idly to a crisis and post-crisis situation; notes in this context that in the meantime the Commission has set up a system to mobilise experts in various fields of competence in order to allow at short notice the deployment of additional staff to Union delegations or headquarter services in the case of staff shortage;

In addition, each institution shall calculate a “stressed value-at-risk” based on the 10-day, 99th percentile, one-tailed confidence interval value-at-risk measure of the current portfolio, with value-at-risk model inputs calibrated to historical data from a continuous 12-month period of significant financial stress relevant to the institution’s portfolio.