Difference between revisions of "Template:Financial risk"

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imported>Mersenne56
(Added "Arbitrage pricing theory" to "Modeling" section)
imported>Hou710
(Linking to the contrary term)
 
(6 intermediate revisions by 3 users not shown)
Line 11: Line 11:
 
* [[Concentration risk]]
 
* [[Concentration risk]]
 
* [[Consumer credit risk]]
 
* [[Consumer credit risk]]
 
 
* [[Credit derivative]]
 
* [[Credit derivative]]
 
* [[Securitization]]
 
* [[Securitization]]
Line 37: Line 36:
 
* [[Settlement risk]]
 
* [[Settlement risk]]
 
* [[Systemic risk]]
 
* [[Systemic risk]]
 +
* [[Non-financial risk]]
 
   }}
 
   }}
  
Line 43: Line 43:
 
* [[Arbitrage pricing theory]]
 
* [[Arbitrage pricing theory]]
 
* [[Black–Scholes model]]
 
* [[Black–Scholes model]]
 +
* [[Cashflow matching|Cash flow matching]]
 
* [[Expected shortfall|Conditional Value-at-Risk (CVaR)]]
 
* [[Expected shortfall|Conditional Value-at-Risk (CVaR)]]
 
* [[Copula (probability theory)|Copula]]
 
* [[Copula (probability theory)|Copula]]
 +
* [[Drawdown (economics)|Drawdown]]
 
* [[First-hitting-time model]]
 
* [[First-hitting-time model]]
 
* [[Immunization (finance)|Interest rate immunization]]
 
* [[Immunization (finance)|Interest rate immunization]]
 
* [[Market portfolio]]
 
* [[Market portfolio]]
 
* [[Modern portfolio theory]]
 
* [[Modern portfolio theory]]
 +
* [[Omega ratio]]
 
* [[Risk-adjusted return on capital|RAROC]]
 
* [[Risk-adjusted return on capital|RAROC]]
 
* [[Risk-free interest rate|Risk-free rate]]
 
* [[Risk-free interest rate|Risk-free rate]]
Line 55: Line 58:
 
* [[Sortino ratio]]
 
* [[Sortino ratio]]
 
* [[Survival analysis]] ([[Proportional hazards model]])
 
* [[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]]
 
* [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]]
  
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* [[Systematic risk]]
 
* [[Systematic risk]]
 
* [[Financial law]]
 
* [[Financial law]]
 +
* [[Moral hazard]]
  
 
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Latest revision as of 11:53, 16 September 2020