Matching and Risk evaluation: Difference between pages

Revision as of 19:25, 28 May 2015

The detailed quantified analysis of risks in terms of their:

- Probability and

- Consequences, usually including a financial amount as part of the quantification

@@ Line 1: / Line 1: @@
-. Arranging that in a portfolio of assets and liabilities the cash flows generated by the assets can be expected to meet the liability payouts either because the assets generate income of the right amount at the right time or because the market values of the assets are linked to the market values of the liabilities.
+The detailed quantified analysis of risks in terms of their:
-. Equalising or approximating the modified duration of assets and liabilities in a portfolio, to manage interest rate risk.
+- Probability and
-. Equalising or approximating both the modified duration and the modified convexity of assets and liabilities in a portfolio.
+- Consequences, usually including a financial amount as part of the quantification
-. The Accruals concept in accounting.
-== See also ==
+==See also==
-* [[Accruals concept]]
+* [[Risk analysis]]
-* [[Immunisation]]
+* [[Risk assessment]]
-* [[Interest rate risk]]
+* [[Risk identification]]
-* [[Modified convexity]]
+* [[Risk management]]
-* [[Modified duration]]
+* [[Risk rating]]
-* [[Portfolio immunisation]]
+* [[Risk reporting]]
+* [[Risk response]]
+* [[Guide to risk management]]
+[[Category:Financial_risk_management]]