Risk premium and SFTR: Difference between pages

Revision as of 22:18, 6 October 2018

Securities Financing Transactions Regulation.

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-. ''Financial reporting - fair valuation.''
+Securities Financing Transactions Regulation.
-For financial reporting and fair valuation purposes, risk premium is  defined as additional compensation sought by rational risk-averse market participants for bearing the uncertainty inherent in the cash flows of an asset or a liability.
-This is a similar concept to market risk premium in the Capital asset pricing model.
-.
-More broadly, value ascribed by any market participant to a reduction in uncertainty.
-This value would not necessarily be the same for all market participants.
 == See also ==
-*[[Capital asset pricing model]]
+* [[AIF]]
-*[[Fair value]]
+* [[AIFM]]
-*[[Hurdle rate]]
+* [[Collateral]]
-*[[IFRS 13]]
+* [[Regulation]]
-*[[Market participant]]
+* [[Repurchase agreement]]
-*[[Market risk premium]]
+* [[Securities Financing Transaction Regulation]]
-* [[Premium]]
+* [[Security]]
-*[[Rational]]
+* [[Undertaking for collective investments in transferable securities]]
-*[[Risk appetite]]
-*[[Risk averse]]
-*[[Risk free rate of return]]
-*[[Risk management]]
-[[Category:The_business_context]]
+[[Category:Accounting,_tax_and_regulation]]
-[[Category:Identify_and_assess_risks]]
-[[Category:Risk_frameworks]]
-[[Category:Cash_management]]
-[[Category:Financial_products_and_markets]]
-[[Category:Liquidity_management]]