Market risk: Difference between revisions
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imported>Doug Williamson (Link with Operational risk.) |
imported>Doug Williamson (Link with Legal risk page.) |
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* [[Financial market risk]] | * [[Financial market risk]] | ||
* [[Fractal markets hypothesis]] | * [[Fractal markets hypothesis]] | ||
* [[Legal risk]] | |||
* [[Market price risk]] | * [[Market price risk]] | ||
* [[Market risk premium]] | * [[Market risk premium]] | ||
Revision as of 08:57, 26 October 2015
1. The risk of losses or other adverse effects resulting from adverse changes in market prices or from unfavourable market conditions including market disruption or new and burdensome regulation.
2. IFRS 7 defines market risk as the risk that the fair value or future cash flows of a financial instrument will fluctuate because of changes in market prices. Market risk comprises three types of risk: currency risk, interest rate risk and other price risk.
3.
In the Capital asset pricing model (CAPM) 'market risk' is an alternative name for systematic risk.
