Risk measurement
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1. Risk management and evaluation.
The systematic process of identifying the significance of risks, either according to their potential money impact, other quantification, or qualitatively.
Money measures of risk include Value at Risk.
2. Risk management and evaluation.
A figure - or other classification - resulting from this process.
For example, a credit rating.
See also
- Beta
- Cash flow at risk
- Correlated value at risk
- Correlation
- Credit rating
- Delta-normal method
- Earnings at risk
- Frequency distribution
- Hedging
- Historical simulation method
- Incremental VaR
- Leptokurtosis
- Marginal VaR
- Mean deviation
- Metric
- Monte Carlo method
- Qualitative techniques
- Quantitative techniques
- Risk
- Risk appetite
- Risk evaluation
- Risk management
- Standard deviation
- Value at risk
- Variance
- Variability
- Volatility
