Difference between revisions of "Template:Financial risk"

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   | group1 = [[Credit risk]]
 
   | group1 = [[Credit risk]]
 
   | list1  =  
 
   | list1  =  
 +
* [[Concentration risk]]
 
* [[Consumer credit risk]]
 
* [[Consumer credit risk]]
* [[Concentration risk]]
+
* [[Credit derivative]]
 
* [[Securitization]]
 
* [[Securitization]]
* [[Credit derivative]]
 
  
 
   | group2 = [[Market risk]]
 
   | group2 = [[Market risk]]
 
   | list2  =  
 
   | 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]]
 
* [[Interest rate risk]]
* [[Currency risk]]
 
* [[Equity risk]]
 
* [[Commodity risk]]
 
 
* [[Volatility risk]]
 
* [[Volatility risk]]
 
+
* [[Liquidity risk]] (e.g. [[Refinancing risk]])
   | group3 = [[Liquidity risk]]
+
   | group3 = [[Operational risk]]
 
   | list3  =  
 
   | list3  =  
* [[Refinancing risk]]
 
 
  | group4 = [[Operational risk]]
 
  | list4  =
 
 
* [[Operational risk management]]
 
* [[Operational risk management]]
 
* [[Legal risk]]
 
* [[Legal risk]]
 
* [[Political risk]]
 
* [[Political risk]]
 
* [[Reputational risk]]  
 
* [[Reputational risk]]  
* [[Settlement risk]]
 
 
* [[Valuation risk]]
 
* [[Valuation risk]]
 
+
 
 +
  | group5 = Other
 
   | list5 =  
 
   | list5 =  
 
* [[Profit risk]]
 
* [[Profit risk]]
 +
* [[Settlement risk]]
 
* [[Systemic risk]]
 
* [[Systemic risk]]
 +
* [[Non-financial risk]]
 
   }}
 
   }}
  
 
| group2 = [[Financial risk modeling|Modeling]]
 
| group2 = [[Financial risk modeling|Modeling]]
 
| list2  =  
 
| 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]]
 
* [[Market portfolio]]
 +
* [[Modern portfolio theory]]
 +
* [[Omega ratio]]
 +
* [[Risk-adjusted return on capital|RAROC]]
 
* [[Risk-free interest rate|Risk-free rate]]
 
* [[Risk-free interest rate|Risk-free rate]]
* [[Modern portfolio theory]]
 
 
* [[Risk parity]]
 
* [[Risk parity]]
* [[Risk adjusted return on capital|RAROC]]
 
* [[Value at risk]]
 
 
* [[Sharpe ratio]]
 
* [[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
 
| group3 = Basic concepts
 
| list3  =  
 
| list3  =  
 
* [[Diversification (finance)|Diversification]]
 
* [[Diversification (finance)|Diversification]]
* [[Systematic risk]]
 
* [[Hedge (finance)|Hedge]]
 
* [[Risk pool]]
 
 
* [[Expected return]]
 
* [[Expected return]]
 
* [[Hazard]]
 
* [[Hazard]]
 +
* [[Hedge (finance)|Hedge]]
 
* [[Risk]]
 
* [[Risk]]
 +
* [[Risk pool]]
 +
* [[Systematic risk]]
 +
* [[Financial law]]
 +
* [[Moral hazard]]
  
 
| below =  
 
| below =  
 +
* [[Financial economics]]
 
* [[Investment management]]
 
* [[Investment management]]
* [[Financial economics]]
 
 
* [[Mathematical finance]]
 
* [[Mathematical finance]]
  

Latest revision as of 11:53, 16 September 2020