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) |
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| − | |name | + | | 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 = [[ | + | | group1 = [[Credit risk]] |
| + | | list1 = | ||
| + | * [[Concentration risk]] | ||
| + | * [[Consumer credit risk]] | ||
| + | * [[Credit derivative]] | ||
| + | * [[Securitization]] | ||
| − | |group2 = [[Market risk]] | + | | group2 = [[Market risk]] |
| − | |list2 = [[Interest rate 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]] | ||
| + | }} | ||
| − | | | + | | group2 = [[Financial risk modeling|Modeling]] |
| − | | | + | | 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]] | ||
| − | | | + | | group3 = Basic concepts |
| − | | | + | | list3 = |
| + | * [[Diversification (finance)|Diversification]] | ||
| + | * [[Expected return]] | ||
| + | * [[Hazard]] | ||
| + | * [[Hedge (finance)|Hedge]] | ||
| + | * [[Risk]] | ||
| + | * [[Risk pool]] | ||
| + | * [[Systematic risk]] | ||
| + | * [[Financial law]] | ||
| + | * [[Moral hazard]] | ||
| − | | | + | | below = |
| − | + | * [[Financial economics]] | |
| + | * [[Investment management]] | ||
| + | * [[Mathematical finance]] | ||
| − | + | }}<noinclude> | |
| − | + | [[Category:Accounting templates]] | |
| − | + | [[Category:Finance templates|Risk]] | |
| − | + | </noinclude> | |
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