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| 1. ''Risk management.''
| | ''European Union (EU).'' |
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| (MR).
| | Supervisory Review and Evaluation Process. |
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| 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.
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| | | ==See also== |
| 2. ''Financial reporting - international accounting standards.''
| | * [[European Banking Authority]] |
| | | * [[ICAAP]] |
| 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.
| | * [[ILAAP |
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| Market risk comprises three types of risk: currency risk, interest rate risk and other price risk.
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| 3. ''Capital asset pricing model.''
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| In the Capital asset pricing model (CAPM) 'market risk' is an alternative name for systematic risk.
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| == See also == | |
| * [[Beta]] | |
| * [[Capital asset pricing model]]
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| * [[Currency risk]]
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| * [[Financial market risk]]
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| * [[Financial reporting]] | |
| * [[Fractal markets hypothesis]] | |
| * [[Interest rate risk]]
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| * [[International Accounting Standards]]
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| * [[IFRS 7]]
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| * [[IRRBB]]
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| * [[Legal risk]]
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| * [[Liquidity risk]] | | * [[Liquidity risk]] |
| * [[Market price risk]] | | * [[Pillar 2]] |
| * [[Market Risk in the Banking Book]] (MRBB) | | * [[TSCR]] |
| * [[Market risk premium]] (MRP)
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| * [[Operational risk]]
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| * [[Price risk]]
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| * [[Risk]]
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| * [[Risk management]]
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| * [[Specific risk]]
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| * [[Systematic risk]]
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| [[Category:Manage_risks]]
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Revision as of 20:48, 13 August 2016
European Union (EU).
Supervisory Review and Evaluation Process.
See also
