Difference between revisions of "Template:Financial risk"
Jump to navigation
Jump to search
imported>Mersenne56 m (Added "Tracking error" to the Modeling section) |
imported>Hou710 (Linking to the contrary term) |
||
| (2 intermediate revisions by 2 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]] | ||