Template:Financial risk: Difference between revisions
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m Liquidity risk widely considered a sub-class of market risk. |
m Disambiguate ESG to Environmental, social, and governance using popups |
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| group1 = [[Credit risk]] |
| group1 = [[Credit risk]] |
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| list1 = |
| list1 = |
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| ⚫ | |||
* [[Consumer credit risk]] |
* [[Consumer credit risk]] |
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* [[Sovereign credit risk]] |
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| ⚫ | |||
*[[Default (finance)|Default risk]] |
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| ⚫ | |||
* [[Credit derivative]] |
* [[Credit derivative]] |
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* [[Securitization]] |
* [[Securitization]] |
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| group2 = [[Market risk]] |
| group2 = [[Market risk]] |
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| list2 = |
| list2 = |
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* [[Commodity risk]] (e.g. [[Volume risk]], [[Basis risk]], [[Shape risk]], [[Holding period risk]], [[Price area risk]]) |
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| ⚫ | |||
* [[Equity risk]] |
* [[Equity risk]] |
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* [[ |
* [[Valuation risk]] |
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* [[Foreign exchange risk|FX risk]] |
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* [[Margining risk]] |
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* [[Interest rate risk]] |
* [[Interest rate risk]] |
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* [[Inflation risk]] |
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* [[Volatility risk]] |
* [[Volatility risk]] |
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* [[Liquidity risk]] (e.g. [[Refinancing risk]]) |
* [[Liquidity risk]] (e.g. [[Refinancing risk]], [[Deposit risk]]) |
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| group3 = [[Operational risk]] |
| group3 = [[Operational risk]] |
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| list3 = |
| list3 = |
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* [[Operational risk management]] |
* [[Operational risk management]] |
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* [[ |
* [[Business risk]] |
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* [[ |
* [[Model risk]] |
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* [[Reputational risk]] |
* [[Reputational risk]] |
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* [[ |
* [[Country risk]] |
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* [[ |
* [[Political risk]] |
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* [[Legal risk]] |
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| group5 = Other |
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| list5 = |
| list5 = |
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* [[Execution risk]] |
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* [[Profit risk]] |
* [[Profit risk]] |
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* [[Systemic risk]] |
* [[Systemic risk]] |
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* [[Non-financial risk]] |
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}} |
}} |
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| group2 = [[Financial risk modeling|Modeling]] |
| group2 = [[Financial risk modeling|Modeling]] |
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| list2 = |
| list2 = |
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* [[Arbitrage pricing theory]] |
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* [[Black–Scholes model]] |
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* [[Replicating portfolio]] |
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* [[Cashflow matching|Cash flow matching]] |
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* [[Expected shortfall|Conditional Value-at-Risk (CVaR)]] |
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* [[Copula (probability theory)|Copula]] |
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* [[Drawdown (economics)|Drawdown]] |
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* [[First-hitting-time model]] |
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* [[Immunization (finance)|Interest rate immunization]] |
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* [[Market portfolio]] |
* [[Market portfolio]] |
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* [[Modern portfolio theory]] |
* [[Modern portfolio theory]] |
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* [[Omega ratio]] |
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* [[Risk-adjusted return on capital|RAROC]] |
* [[Risk-adjusted return on capital|RAROC]] |
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* [[Risk-free interest rate|Risk-free rate]] |
* [[Risk-free interest rate|Risk-free rate]] |
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* [[Risk parity]] |
* [[Risk parity]] |
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* [[Sharpe ratio]] |
* [[Sharpe ratio]] |
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* [[ |
* [[Sortino ratio]] |
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* [[Survival analysis]] ([[Proportional hazards model]]) |
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* [[Tracking error]] |
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* [[Value at risk|Value-at-Risk (VaR)]] and extensions ([[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]], [[Cash flow at risk]], [[Earnings at risk]]) |
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| group3 = Basic concepts |
| group3 = Basic concepts |
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| list3 = |
| list3 = |
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* [[Asset allocation]] |
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* [[Asset and liability management]] |
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* [[Asset pricing]] |
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* [[Bad debt]] |
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* [[Capital asset]] |
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* [[Capital structure]] |
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* [[Corporate finance]] |
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* [[Cost of capital]] |
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* [[Diversification (finance)|Diversification]] |
* [[Diversification (finance)|Diversification]] |
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* [[Economic bubble]] |
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* [[Enterprise value]] |
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* [[Environmental, social, and governance|ESG]] |
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* [[Exchange traded fund]] |
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* [[Expected return]] |
* [[Expected return]] |
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* [[Finance|Financial]] |
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** [[Financial adviser|adviser]] |
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** [[Financial analysis|analysis]] |
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** [[Financial analyst|analyst]] |
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** [[Financial asset|asset]] |
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** [[Financial betting|betting]] |
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** [[Financial crime|crime]] |
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** [[Financial engineering|engineering]] |
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** [[Financial law|law]] |
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** [[Financial risk|risk]] |
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** [[Financial social work|social work]] |
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* [[Fundamental analysis]] |
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* [[Growth investing]] |
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* [[Hazard]] |
* [[Hazard]] |
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* [[Hedge (finance)|Hedge]] |
* [[Hedge (finance)|Hedge]] |
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* [[Investment management]] |
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* [[Risk]] |
* [[Risk]] |
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* [[Risk pool]] |
* [[Risk pool]] |
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* [[Risk of ruin]] |
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* [[Systematic risk]] |
* [[Systematic risk]] |
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* [[Mathematical finance]] |
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* [[Moral hazard]] |
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* [[Risk-return spectrum]] |
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* [[Speculation]] |
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* [[Speculative attack]] |
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* [[Statistical finance]] |
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* [[Strategic financial management]] |
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* [[Stress test (financial)]] |
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* [[Structured finance]] |
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* [[Structured product]] |
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* [[Systemic risk]] |
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* [[Toxic asset]] |
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| below = |
| below = |
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