Market Risk
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Definition:
Market Risk is exposure to the uncertain market value of a portfolio. Market risk is managed with a short-term focus, unlike business risk which is managed with a long term goal. Conventionally, the best way to measure market risk is using a Value at Risk calculation. The four standard market risk factors are Equity Risk, Interest Rate Risk, Currency Risk, and Commodity Risk.
Related Concepts:Commodity Risk
Equity Risk
Portfolio Insurance
Scenario Analysis
Stress Testing
Value at Risk (VaR)
Available Positions Related to Market Risk:Asset & Investment Management jobs Financial Services Operations jobs
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