Template:Financial risk
From blackwiki
Jump to navigation
Jump to search
v
t
e
Financial risk
and
financial risk management
Categories
Credit risk
Concentration risk
Consumer credit risk
Credit derivative
Securitization
Market risk
Commodity risk
(e.g.
Volume risk
,
Basis risk
,
Shape risk
,
Holding period risk
,
Price area risk
)
Equity risk
FX risk
Margining risk
Interest rate risk
Volatility risk
Liquidity risk
(e.g.
Refinancing risk
)
Operational risk
Operational risk management
Legal risk
Political risk
Reputational risk
Valuation risk
Other
Profit risk
Settlement risk
Systemic risk
Non-financial risk
Modeling
Arbitrage pricing theory
Black–Scholes model
Cash flow matching
Conditional Value-at-Risk (CVaR)
Copula
Drawdown
First-hitting-time model
Interest rate immunization
Market portfolio
Modern portfolio theory
Omega ratio
RAROC
Risk-free rate
Risk parity
Sharpe ratio
Sortino ratio
Survival analysis
(
Proportional hazards model
)
Tracking error
Value-at-Risk (VaR)
and extensions
Profit at risk
,
Margin at risk
,
Liquidity at risk
Basic concepts
Diversification
Expected return
Hazard
Hedge
Risk
Risk pool
Systematic risk
Financial law
Moral hazard
Financial economics
Investment management
Mathematical finance
Categories
:
Accounting templates
Finance templates
Navigation menu
Personal tools
English
Create account
Log in
Namespaces
Template
Discussion
Variants
Views
Read
View source
View history
More
Search
Navigation
Main page
Recent changes
Random page
Help about MediaWiki
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information