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The benefits of CFaR and EaR for corporate risk management
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100:Interest rate risk – earnings at risk
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27:reflecting the potential impact of
812:. You can help Knowledge (XXG) by
808:This finance-related article is a
63:due to these. Both are calculated
14:
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418:Conditional Value-at-Risk (CVaR)
61:possible shortfalls in cash flow
874:Monte Carlo methods in finance
737:Strategic financial management
540:Asset and liability management
1:
47:. EaR measures the impact on
315:Operational risk management
114:, bloomsburycollections.com
905:
795:
487:Proportional hazards model
438:Interest rate immunization
770:
156:financial risk management
433:First-hitting-time model
398:Arbitrage pricing theory
864:Financial risk modeling
742:Stress test (financial)
448:Modern portfolio theory
59:; while CFaR measures
19:(EaR) and the related
780:Investment management
682:Investment management
408:Replicating portfolio
184:Sovereign credit risk
884:Financial management
859:Mathematical finance
785:Mathematical finance
717:Risk-return spectrum
707:Mathematical finance
662:Fundamental analysis
595:Exchange traded fund
179:Consumer credit risk
51:due to movements in
775:Financial economics
732:Statistical finance
498:Value-at-Risk (VaR)
403:Black–Scholes model
243:Holding period risk
49:net interest income
37:cash flow statement
879:Capital management
752:Structured product
747:Structured finance
727:Speculative attack
413:Cash flow matching
376:Non-financial risk
273:Interest rate risk
199:Concentration risk
821:
820:
793:
792:
565:Corporate finance
560:Capital structure
514:Cash flow at risk
510:Liquidity at risk
483:Survival analysis
384:
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330:Reputational risk
204:Credit derivative
43:and, ultimately,
21:cash flow at risk
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667:Growth investing
585:Enterprise value
535:Asset allocation
518:Earnings at risk
500:and extensions (
443:Market portfolio
307:Operational risk
292:Refinancing risk
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112:Earnings at Risk
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17:Earnings at risk
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570:Cost of capital
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283:Volatility risk
247:Price area risk
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189:Settlement risk
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762:Toxic asset
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640:engineering
468:Risk parity
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366:Profit risk
253:Equity risk
231:Volume risk
219:Market risk
171:Credit risk
29:market risk
853:Categories
345:Legal risk
325:Model risk
239:Shape risk
235:Basis risk
163:Categories
75:References
692:Risk pool
605:Financial
615:analysis
550:Bad debt
428:Drawdown
390:Modeling
25:measures
630:betting
620:analyst
610:adviser
263:FX risk
67:as for
31:on the
672:Hazard
423:Copula
290:(e.g.
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677:Hedge
635:crime
625:asset
458:RAROC
354:Other
810:stub
687:Risk
650:risk
154:and
55:and
35:and
645:law
590:ESG
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