Template:Financial risk: Difference between revisions
Content deleted Content added
m Yet another risk. |
m Disambiguate ESG to Environmental, social, and governance using popups |
||
| (29 intermediate revisions by 14 users not shown) | |||
| Line 9: | Line 9: | ||
| group1 = [[Credit risk]] |
| group1 = [[Credit risk]] |
||
| list1 = |
| list1 = |
||
| ⚫ | |||
* [[Consumer credit risk]] |
* [[Consumer credit risk]] |
||
* [[Sovereign credit risk]] |
|||
| ⚫ | |||
*[[Default (finance)|Default risk]] |
|||
| ⚫ | |||
* [[Credit derivative]] |
* [[Credit derivative]] |
||
* [[Securitization]] |
* [[Securitization]] |
||
| Line 16: | Line 19: | ||
| group2 = [[Market risk]] |
| group2 = [[Market risk]] |
||
| list2 = |
| list2 = |
||
* [[Commodity risk]] (e.g. [[Volume risk]], [[Basis risk]], [[Shape risk]], [[Holding period risk]]) |
* [[Commodity risk]] (e.g. [[Volume risk]], [[Basis risk]], [[Shape risk]], [[Holding period risk]], [[Price area risk]]) |
||
* [[Equity risk]] |
* [[Equity risk]] |
||
* [[Valuation risk]] |
|||
* [[Foreign exchange risk|FX risk]] |
* [[Foreign exchange risk|FX risk]] |
||
* [[Margining risk]] |
* [[Margining risk]] |
||
* [[Interest rate risk]] |
* [[Interest rate risk]] |
||
* [[Inflation risk]] |
|||
* [[Volatility risk]] |
* [[Volatility risk]] |
||
* [[Liquidity risk]] (e.g. [[Refinancing risk]]) |
* [[Liquidity risk]] (e.g. [[Refinancing risk]], [[Deposit risk]]) |
||
| group3 = [[Operational risk]] |
| group3 = [[Operational risk]] |
||
| list3 = |
| list3 = |
||
* [[Operational risk management]] |
* [[Operational risk management]] |
||
* [[ |
* [[Business risk]] |
||
* [[ |
* [[Model risk]] |
||
* [[Reputational risk]] |
* [[Reputational risk]] |
||
* [[ |
* [[Country risk]] |
||
* [[Political risk]] |
|||
* [[Legal risk]] |
|||
| group5 = Other |
|||
| list5 = |
| list5 = |
||
* [[Execution risk]] |
|||
* [[Profit risk]] |
* [[Profit risk]] |
||
| ⚫ | |||
* [[Systemic risk]] |
* [[Systemic risk]] |
||
* [[Non-financial risk]] |
|||
}} |
}} |
||
| group2 = [[Financial risk modeling|Modeling]] |
| group2 = [[Financial risk modeling|Modeling]] |
||
| list2 = |
| list2 = |
||
* [[Arbitrage pricing theory]] |
|||
* [[Black–Scholes model]] |
|||
* [[Replicating portfolio]] |
|||
* [[Cashflow matching|Cash flow matching]] |
|||
* [[Expected shortfall|Conditional Value-at-Risk (CVaR)]] |
|||
* [[Copula (probability theory)|Copula]] |
|||
* [[Drawdown (economics)|Drawdown]] |
|||
* [[First-hitting-time model]] |
|||
* [[Immunization (finance)|Interest rate immunization]] |
|||
* [[Market portfolio]] |
* [[Market portfolio]] |
||
* [[Modern portfolio theory]] |
* [[Modern portfolio theory]] |
||
* [[Omega ratio]] |
|||
* [[Risk-adjusted return on capital|RAROC]] |
* [[Risk-adjusted return on capital|RAROC]] |
||
* [[Risk-free interest rate|Risk-free rate]] |
* [[Risk-free interest rate|Risk-free rate]] |
||
* [[Risk parity]] |
* [[Risk parity]] |
||
* [[Sharpe ratio]] |
* [[Sharpe ratio]] |
||
* [[ |
* [[Sortino ratio]] |
||
* [[Survival analysis]] ([[Proportional hazards model]]) |
|||
* [[Tracking error]] |
|||
* [[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]]) |
|||
| group3 = Basic concepts |
| group3 = Basic concepts |
||
| list3 = |
| list3 = |
||
* [[Asset allocation]] |
|||
* [[Asset and liability management]] |
|||
* [[Asset pricing]] |
|||
* [[Bad debt]] |
|||
* [[Capital asset]] |
|||
* [[Capital structure]] |
|||
* [[Corporate finance]] |
|||
* [[Cost of capital]] |
|||
* [[Diversification (finance)|Diversification]] |
* [[Diversification (finance)|Diversification]] |
||
* [[Economic bubble]] |
|||
* [[Enterprise value]] |
|||
* [[Environmental, social, and governance|ESG]] |
|||
* [[Exchange traded fund]] |
|||
* [[Expected return]] |
* [[Expected return]] |
||
* [[Finance|Financial]] |
|||
** [[Financial adviser|adviser]] |
|||
** [[Financial analysis|analysis]] |
|||
** [[Financial analyst|analyst]] |
|||
** [[Financial asset|asset]] |
|||
** [[Financial betting|betting]] |
|||
** [[Financial crime|crime]] |
|||
** [[Financial engineering|engineering]] |
|||
** [[Financial law|law]] |
|||
** [[Financial risk|risk]] |
|||
** [[Financial social work|social work]] |
|||
* [[Fundamental analysis]] |
|||
* [[Growth investing]] |
|||
* [[Hazard]] |
* [[Hazard]] |
||
* [[Hedge (finance)|Hedge]] |
* [[Hedge (finance)|Hedge]] |
||
* [[Investment management]] |
|||
* [[Risk]] |
* [[Risk]] |
||
* [[Risk pool]] |
* [[Risk pool]] |
||
* [[Risk of ruin]] |
|||
* [[Systematic risk]] |
* [[Systematic risk]] |
||
* [[Mathematical finance]] |
|||
* [[Moral hazard]] |
|||
* [[Risk-return spectrum]] |
|||
* [[Speculation]] |
|||
* [[Speculative attack]] |
|||
* [[Statistical finance]] |
|||
* [[Strategic financial management]] |
|||
* [[Stress test (financial)]] |
|||
* [[Structured finance]] |
|||
* [[Structured product]] |
|||
* [[Systemic risk]] |
|||
* [[Toxic asset]] |
|||
| below = |
| below = |
||