Market risk: Difference between revisions
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imported>Doug Williamson (Layout.) |
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* [[Financial reporting]] | * [[Financial reporting]] | ||
* [[Fractal markets hypothesis]] | * [[Fractal markets hypothesis]] | ||
* [[International | * [[International Accounting Standards]] | ||
* [[IFRS 7]] | * [[IFRS 7]] | ||
* [[IRRBB]] | * [[IRRBB]] | ||
Revision as of 22:00, 29 November 2021
1. Risk management.
(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. Financial reporting - international accounting standards.
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. Capital asset pricing model.
In the Capital asset pricing model (CAPM) 'market risk' is an alternative name for systematic risk.
