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Revision as of 06:40, 1 June 2021 by
Wikipedia>Fabiobat
(Moved valuation risk from operational risk to other risks)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
Other
Profit risk
Settlement risk
Systemic risk
Non-financial risk
Valuation 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