System of National Accounts and Systematic risk: Difference between pages

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imported>Doug Williamson
(Create page. Source: UNstats webpage https://unstats.un.org/unsd/nationalaccount/pubs.asp#:~:text=The%20System%20of%20National%20Accounts,compile%20measures%20of%20economic%20activity.&text=To%20serve%20the%20analytical%20purposes,accounts%20data%20from%2)
 
imported>Doug Williamson
(Expand first definition.)
 
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''United Nations - United Nations Statistics Division.''
1. ''Capital Asset Pricing Model (CAPM)''.


(SNA).
Systematic risk is an important concept in the Capital asset pricing model.


A UN-sponsored internationally agreed system of economic accounting, used by UN member states when submitting their national accounts to the UN.
Systematic risk means the element of total risk which cannot be eliminated by holding a diversified portfolio of investments.  


Under the CAPM, only systematic risk is rewarded with additional returns.


==See also==
(Because rational investors are assumed to have already fully diversified away all diversifiable risks).
*[[Business & Sustainable Development Commission]]
*[[Convention on Biological Diversity]]
*[[Economic and Financial Committee]]
*[[Equality and Human Rights Commission]]
*[[International Labour Organization]]
*[[International Monetary Fund]]
*[[System of Environmental-Economic Accounting]]
*[[UN/EDIFACT]]
*[[UNCITRAL]]
*[[United Nations]]
*[[United Nations Conference on Trade and Development]]
*[[United Nations Framework Convention on Climate Change]]
*[[World Bank]]


[[Category:Accounting,_tax_and_regulation]]
 
[[Category:The_business_context]]
Systematic risk is often quantified by Beta.
 
 
Systematic risk is also known as 'market risk' or 'non-diversifiable risk'.
 
 
2.
 
''Financial markets supervision''.
 
The same as ''systemic risk''.
 
 
 
== See also ==
* [[Beta]]
* [[Capital asset pricing model]]
* [[Gearing]]
* [[Market risk]]
* [[Non-diversifiable risk]]
* [[Systemic risk]]
* [[Unsystematic risk]]
 
[[Category:Manage_risks]]

Revision as of 14:05, 16 May 2020

1. Capital Asset Pricing Model (CAPM).

Systematic risk is an important concept in the Capital asset pricing model.

Systematic risk means the element of total risk which cannot be eliminated by holding a diversified portfolio of investments.

Under the CAPM, only systematic risk is rewarded with additional returns.

(Because rational investors are assumed to have already fully diversified away all diversifiable risks).


Systematic risk is often quantified by Beta.


Systematic risk is also known as 'market risk' or 'non-diversifiable risk'.


2.

Financial markets supervision.

The same as systemic risk.


See also

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