Market risk: Difference between revisions
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imported>Doug Williamson (Mend link.) |
imported>Doug Williamson (Mend link.) |
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* [[Financial reporting]] | * [[Financial reporting]] | ||
* [[Fractal markets hypothesis]] | * [[Fractal markets hypothesis]] | ||
* [[IFRS 7]] | |||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
* [[International Accounting Standards]] | * [[International Accounting Standards]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[Legal risk]] | * [[Legal risk]] | ||
* [[Liquidity risk]] | * [[Liquidity risk]] | ||
Revision as of 09:17, 24 June 2022
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
- IFRS 7
- Interest rate risk
- International Accounting Standards
- Interest Rate Risk in the Banking Book (IRRBB)
- Legal risk
- Liquidity risk
- Market price risk
- Market Risk in the Banking Book (MRBB)
- Market risk premium (MRP)
- Operational risk
- Price risk
- Risk
- Risk management
- Specific risk
- Systematic risk
