813:
153:
884:
850:
600:
874:
468:
747:
550:
75:
122:
98:
894:
869:
146:
889:
433:
325:
110:
843:
497:
585:
166:
443:
408:
413:
752:
473:
458:
400:
139:
899:
448:
836:
790:
692:
665:
650:
418:
273:
194:
63:
879:
795:
727:
717:
672:
605:
438:
189:
785:
742:
253:
59:
47:
762:
757:
737:
625:
428:
386:
283:
209:
71:
131:
640:
630:
620:
575:
570:
524:
520:
493:
423:
340:
214:
204:
820:
677:
595:
545:
453:
317:
302:
55:
51:
43:
712:
687:
645:
635:
610:
590:
580:
293:
257:
199:
660:
516:
512:
503:
371:
350:
298:
288:
278:
268:
237:
219:
162:
67:
863:
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555:
508:
488:
381:
330:
79:
722:
707:
483:
345:
306:
35:
17:
772:
732:
478:
463:
376:
263:
241:
229:
181:
39:
355:
335:
249:
245:
702:
560:
812:
615:
682:
697:
135:
99:
The benefits of CFaR and EaR for corporate risk management
824:
50:
respectively, and hence the risk to the institution's
538:
399:
364:
316:
228:
180:
173:
844:
147:
8:
851:
837:
177:
154:
140:
132:
91:
111:Interest rate risk – earnings at risk
7:
809:
807:
38:reflecting the potential impact of
823:. You can help Knowledge (XXG) by
819:This finance-related article is a
74:due to these. Both are calculated
25:
811:
429:Conditional Value-at-Risk (CVaR)
72:possible shortfalls in cash flow
885:Monte Carlo methods in finance
748:Strategic financial management
551:Asset and liability management
1:
58:. EaR measures the impact on
326:Operational risk management
125:, bloomsburycollections.com
916:
806:
498:Proportional hazards model
449:Interest rate immunization
781:
167:financial risk management
444:First-hitting-time model
409:Arbitrage pricing theory
875:Financial risk modeling
753:Stress test (financial)
459:Modern portfolio theory
70:; while CFaR measures
30:(EaR) and the related
791:Investment management
693:Investment management
419:Replicating portfolio
195:Sovereign credit risk
895:Financial management
870:Mathematical finance
796:Mathematical finance
728:Risk-return spectrum
718:Mathematical finance
673:Fundamental analysis
606:Exchange traded fund
190:Consumer credit risk
62:due to movements in
786:Financial economics
743:Statistical finance
509:Value-at-Risk (VaR)
414:Black–Scholes model
254:Holding period risk
60:net interest income
48:cash flow statement
890:Capital management
763:Structured product
758:Structured finance
738:Speculative attack
424:Cash flow matching
387:Non-financial risk
284:Interest rate risk
210:Concentration risk
832:
831:
804:
803:
576:Corporate finance
571:Capital structure
525:Cash flow at risk
521:Liquidity at risk
494:Survival analysis
395:
394:
341:Reputational risk
215:Credit derivative
54:and, ultimately,
32:cash flow at risk
18:Cash flow at risk
16:(Redirected from
907:
853:
846:
839:
815:
808:
678:Growth investing
596:Enterprise value
546:Asset allocation
529:Earnings at risk
511:and extensions (
454:Market portfolio
318:Operational risk
303:Refinancing risk
178:
156:
149:
142:
133:
126:
123:Earnings at Risk
120:
114:
108:
102:
96:
76:under simulation
64:foreign exchange
56:return on equity
52:return on assets
44:income statement
28:Earnings at risk
21:
915:
914:
910:
909:
908:
906:
905:
904:
860:
859:
858:
857:
805:
800:
777:
713:Systematic risk
611:Expected return
591:Economic bubble
586:Diversification
581:Cost of capital
534:
391:
360:
312:
294:Volatility risk
258:Price area risk
224:
200:Settlement risk
169:
160:
130:
129:
121:
117:
109:
105:
101:, bloomberg.com
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633:
628:
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598:
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583:
578:
573:
568:
563:
558:
553:
548:
542:
540:
539:Basic concepts
536:
535:
533:
532:
517:Margin at risk
513:Profit at risk
506:
504:Tracking error
501:
491:
486:
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476:
474:Risk-free rate
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451:
446:
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436:
431:
426:
421:
416:
411:
405:
403:
397:
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392:
390:
389:
384:
379:
374:
372:Execution risk
368:
366:
362:
361:
359:
358:
353:
351:Political risk
348:
343:
338:
333:
328:
322:
320:
314:
313:
311:
310:
299:Liquidity risk
296:
291:
289:Inflation risk
286:
281:
279:Margining risk
276:
271:
269:Valuation risk
266:
261:
238:Commodity risk
234:
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226:
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223:
222:
220:Securitization
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202:
197:
192:
186:
184:
175:
171:
170:
163:Financial risk
161:
159:
158:
151:
144:
136:
128:
127:
115:
103:
90:
89:
87:
84:
68:interest rates
24:
14:
13:
10:
9:
6:
4:
3:
2:
912:
901:
900:Finance stubs
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891:
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886:
883:
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871:
868:
867:
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842:
840:
835:
834:
828:
826:
822:
817:
814:
810:
797:
794:
792:
789:
787:
784:
783:
780:
774:
771:
769:
768:Systemic risk
766:
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761:
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749:
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744:
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739:
736:
734:
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566:Capital asset
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556:Asset pricing
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541:
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530:
526:
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489:Sortino ratio
487:
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412:
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402:
398:
388:
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382:Systemic risk
380:
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369:
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363:
357:
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331:Business risk
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145:
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138:
137:
134:
124:
119:
116:
112:
107:
104:
100:
95:
92:
85:
83:
81:
80:Value at Risk
77:
73:
69:
65:
61:
57:
53:
49:
45:
41:
37:
33:
29:
19:
825:expanding it
818:
723:Moral hazard
708:Risk of ruin
528:
484:Sharpe ratio
346:Country risk
307:Deposit risk
205:Default risk
118:
113:, abrigo.com
106:
94:
34:(CFaR) are
31:
27:
26:
880:Market risk
773:Toxic asset
733:Speculation
666:social work
651:engineering
479:Risk parity
464:Omega ratio
377:Profit risk
264:Equity risk
242:Volume risk
230:Market risk
182:Credit risk
40:market risk
864:Categories
356:Legal risk
336:Model risk
250:Shape risk
246:Basis risk
174:Categories
86:References
703:Risk pool
616:Financial
626:analysis
561:Bad debt
439:Drawdown
401:Modeling
36:measures
641:betting
631:analyst
621:adviser
274:FX risk
78:as for
42:on the
683:Hazard
434:Copula
301:(e.g.
240:(e.g.
688:Hedge
646:crime
636:asset
469:RAROC
365:Other
821:stub
698:Risk
661:risk
165:and
66:and
46:and
656:law
601:ESG
866::
527:,
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