Market risk and MiFID: Difference between pages

Revision as of 15:41, 10 April 2015

Markets in Financial Instruments Directive.

Directive 2004/39/EC of the European Parliament and the Council.

MiFID regulation applies to:

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-.
+Markets in Financial Instruments Directive.
-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.
+Directive 2004/39/EC of the European Parliament and the Council.
-. 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.
+MiFID regulation applies to:
+#Regulated markets (RMs)
+#Multilateral trading facilities (MTFs) and
+#Systematic internalisers (SIs).
-.
-In the Capital asset pricing model (CAPM) 'market risk' is an alternative name for systematic risk.
+==See also==
+* [[Regulated market]]
+* [[Multilateral trading facility]]
+* [[Systematic internaliser]]
+* [[OTF]]
+* [[MiFID II]]
+* [[EMIR]]
+* [[Dodd-Frank]]
+* [[FATCA]]
+* [[Know-your-customer]]
+[[Category:Corporate_financial_management]]
-== See also ==
+[[Category:Risk_frameworks]]
-* [[Beta]]
-* [[Capital asset pricing model]]
-* [[Financial market risk]]
-* [[Fractal markets hypothesis]]
-* [[Market price risk]]
-* [[Market risk premium]]
-* [[Risk]]
-* [[Specific risk]]
-[[Category:Manage_risks]]