Market risk

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. In the Capital asset pricing model (CAPM) 'market risk' is an alternative name for systematic risk.

See also

• Beta
• Capital asset pricing model
• Financial market risk
• Fractal markets hypothesis
• Market price risk
• Market risk premium
• Risk
• Specific risk