= Dynamic risk measure
{wiki=Dynamic_risk_measure}
Dynamic risk measures refer to a class of risk measures that assess the risk of a financial position or portfolio over time, taking into account the evolving nature of markets, conditions, and the specific circumstances surrounding financial instruments. Unlike static risk measures, which provide a snapshot of risk at a single point in time, dynamic risk measures are inherently time-dependent and may change as new information becomes available or as time passes.
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