Market risk: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Mend link.) |
imported>Doug Williamson (Add links.) |
||
| Line 21: | Line 21: | ||
* [[Beta]] | * [[Beta]] | ||
* [[Capital asset pricing model]] | * [[Capital asset pricing model]] | ||
* [[Currency risk]] | |||
* [[Financial market risk]] | * [[Financial market risk]] | ||
* [[Financial reporting]] | * [[Financial reporting]] | ||
* [[Fractal markets hypothesis]] | * [[Fractal markets hypothesis]] | ||
* [[Interest rate risk]] | |||
* [[International Accounting Standards]] | * [[International Accounting Standards]] | ||
* [[IFRS 7]] | * [[IFRS 7]] | ||
| Line 33: | Line 35: | ||
* [[MRBB]] | * [[MRBB]] | ||
* [[Operational risk]] | * [[Operational risk]] | ||
* [[Price risk]] | |||
* [[Risk]] | * [[Risk]] | ||
* [[Risk management]] | * [[Risk management]] | ||
Revision as of 15:10, 2 December 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.
See also
- Beta
- Capital asset pricing model
- Currency risk
- Financial market risk
- Financial reporting
- Fractal markets hypothesis
- Interest rate risk
- International Accounting Standards
- IFRS 7
- IRRBB
- Legal risk
- Liquidity risk
- Market price risk
- Market risk premium
- MRBB
- Operational risk
- Price risk
- Risk
- Risk management
- Specific risk
- Systematic risk
