Market risk: Difference between revisions
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imported>Doug Williamson (Add heading.) |
imported>Doug Williamson m (Link with Systematic risk page.) |
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* [[Financial market risk]] | * [[Financial market risk]] | ||
* [[Fractal markets hypothesis]] | * [[Fractal markets hypothesis]] | ||
* [[IFRS 7]] | |||
* [[IRRBB]] | * [[IRRBB]] | ||
* [[Legal risk]] | * [[Legal risk]] | ||
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* [[Risk]] | * [[Risk]] | ||
* [[Specific risk]] | * [[Specific risk]] | ||
* [[ | * [[Systematic risk]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Revision as of 19:05, 21 January 2018
1. (MR).
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.
