Difference between revisions of "Template:Financial risk"

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imported>MicioGeremia
(moved subcategories (reputational and volatility risk) under their corresponding categories (operational and market risk))
imported>Hou710
(Linking to the contrary term)
 
(34 intermediate revisions by 18 users not shown)
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{{Navbox
 
{{Navbox
|name = Financial risk
+
| name     = Financial risk
|title = [[Financial risk]] and [[financial risk management]]
+
| title     = [[Financial risk]] and [[financial risk management]]
 +
| bodyclass = hlist
  
|group1 = Categories
+
| group1 = Categories
|list1 = {{Navbox subgroup
+
| list1 =
|group1 = [[Credit risk]]
+
  {{Navbox|subgroup
|list1 = [[Consumer Credit Risk]]{{·}} [[Concentration risk]]{{·}} [[Securitization]]{{·}} [[Credit derivative]]
+
  | group1 = [[Credit risk]]
 +
  | list1 =  
 +
* [[Concentration risk]]
 +
* [[Consumer credit risk]]
 +
* [[Credit derivative]]
 +
* [[Securitization]]
  
|group2 = [[Market risk]]
+
  | group2 = [[Market risk]]
|list2 = [[Interest rate risk]]{{·}} [[Currency risk]]{{·}} [[Equity risk]]{{·}} [[Commodity risk]]{{·}} [[Volatility risk]]
+
  | list2 =  
 +
* [[Commodity risk]] (e.g. [[Volume risk]], [[Basis risk]], [[Shape risk]], [[Holding period risk]], [[Price area risk]])
 +
* [[Equity risk]]
 +
* [[Foreign exchange risk|FX risk]]
 +
* [[Margining risk]]
 +
* [[Interest rate risk]]
 +
* [[Volatility risk]]
 +
* [[Liquidity risk]] (e.g. [[Refinancing risk]])
 +
  | group3 = [[Operational risk]]
 +
  | list3  =
 +
* [[Operational risk management]]
 +
* [[Legal risk]]
 +
* [[Political risk]]
 +
* [[Reputational risk]]
 +
* [[Valuation risk]]
 +
 
 +
  | group5 = Other
 +
  | list5 =
 +
* [[Profit risk]]
 +
* [[Settlement risk]]
 +
* [[Systemic risk]]
 +
* [[Non-financial risk]]
 +
  }}
  
|group3 = [[Liquidity risk]]
+
| group2 = [[Financial risk modeling|Modeling]]
|list3 = [[Refinancing risk]]
+
| list2  =  
 +
* [[Arbitrage pricing theory]]
 +
* [[Black–Scholes model]]
 +
* [[Cashflow matching|Cash flow matching]]
 +
* [[Expected shortfall|Conditional Value-at-Risk (CVaR)]]
 +
* [[Copula (probability theory)|Copula]]
 +
* [[Drawdown (economics)|Drawdown]]
 +
* [[First-hitting-time model]]
 +
* [[Immunization (finance)|Interest rate immunization]]
 +
* [[Market portfolio]]
 +
* [[Modern portfolio theory]]
 +
* [[Omega ratio]]
 +
* [[Risk-adjusted return on capital|RAROC]]
 +
* [[Risk-free interest rate|Risk-free rate]]
 +
* [[Risk parity]]
 +
* [[Sharpe ratio]]
 +
* [[Sortino ratio]]
 +
* [[Survival analysis]] ([[Proportional hazards model]])
 +
* [[Tracking error]]
 +
* [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]]
  
|group4 = [[Operational risk]]
+
| group3 = Basic concepts
|list4 = [[Operational risk management]]{{·}} [[Legal risk]]{{·}} [[Political risk]]{{·}} [[Reputational risk]]  
+
| list3  =
 +
* [[Diversification (finance)|Diversification]]
 +
* [[Expected return]]
 +
* [[Hazard]]
 +
* [[Hedge (finance)|Hedge]]
 +
* [[Risk]]
 +
* [[Risk pool]]
 +
* [[Systematic risk]]
 +
* [[Financial law]]
 +
* [[Moral hazard]]
  
|list5 = [[Settlement risk]]{{·}} [[Profit risk]]{{·}} [[Systemic risk]]
+
| below =  
}}
+
* [[Financial economics]]
 +
* [[Investment management]]
 +
* [[Mathematical finance]]
  
|group2 = [[Financial risk modeling]]
+
}}<noinclude>
|list2 = [[Market portfolio]]{{·}} [[Risk free interest rate|Risk-free rate]]{{·}} [[Modern portfolio theory]]{{·}} [[Risk adjusted return on capital|RAROC]]{{·}} [[Value at risk]]{{·}} [[Sharpe ratio]]
+
[[Category:Accounting templates]]
 
+
[[Category:Finance templates|Risk]]
|group3 = Basic concepts
+
</noinclude>
|list3 = [[Diversification (finance)|Diversification]]{{·}} [[Systematic risk]]{{·}} [[Hedge (finance)|Hedge]]{{·}} [[Risk pool]]{{·}} [[Expected return]]{{·}} [[Hazard]]{{·}} [[Risk]]
 
 
 
|below = [[Investment management]]{{·}} [[Financial economics]]{{·}} [[Mathematical finance]]
 
 
 
}}<noinclude>[[Category:Finance templates|Risk]]</noinclude>
 

Latest revision as of 11:53, 16 September 2020