Market risk and Mean deviation: Difference between pages

Revision as of 14:56, 8 April 2021

Statistics.

Average of the deviations of all items from the mean (treating all of the deviations as positive in the calculation).

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+''Statistics''.
-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.
+Average of the deviations of all items from the mean (treating all of the deviations as positive in the calculation).
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-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.
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-In the Capital asset pricing model (CAPM) 'market risk' is an alternative name for systematic risk.
 == See also ==
-* [[Beta]]
+* [[Correlation]]
-* [[Capital asset pricing model]]
+* [[Deviation]]
-* [[Financial market risk]]
+* [[Hedging]]
-* [[Fractal markets hypothesis]]
+* [[Mean]]
-* [[IRRBB]]
+* [[Range]]
-* [[Legal risk]]
+* [[Standard deviation]]
-* [[Market price risk]]
+* [[Value at risk]]
-* [[Market risk premium]]
+* [[Variability]]
-* [[MRBB]]
+* [[Volatility]]
-* [[Operational risk]]
-* [[Risk]]
-* [[Specific risk]]
-* [[IFRS 7]]
-[[Category:Manage_risks]]
+[[Category:The_business_context]]