Difference between revisions of "Template:Financial risk"
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imported>Hou710 (Linking to the contrary term) |
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| group1 = [[Credit risk]] | | group1 = [[Credit risk]] | ||
| list1 = | | list1 = | ||
| + | * [[Concentration risk]] | ||
* [[Consumer credit risk]] | * [[Consumer credit risk]] | ||
| − | * [[ | + | * [[Credit derivative]] |
* [[Securitization]] | * [[Securitization]] | ||
| − | |||
| 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]] | ||
| − | |||
| − | |||
| − | |||
* [[Volatility risk]] | * [[Volatility risk]] | ||
| − | + | * [[Liquidity risk]] (e.g. [[Refinancing risk]]) | |
| − | | group3 = [[ | + | | group3 = [[Operational risk]] |
| list3 = | | list3 = | ||
| − | |||
| − | |||
| − | |||
| − | |||
* [[Operational risk management]] | * [[Operational risk management]] | ||
* [[Legal risk]] | * [[Legal risk]] | ||
* [[Political risk]] | * [[Political risk]] | ||
* [[Reputational risk]] | * [[Reputational 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]] | ||
| − | |||
* [[Risk parity]] | * [[Risk parity]] | ||
| − | |||
| − | |||
* [[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]] | ||
| − | |||
| − | |||
| − | |||
* [[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]] | ||
| − | |||
* [[Mathematical finance]] | * [[Mathematical finance]] | ||