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risk measure

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  • Risk measure — Financial institutions, such as banks or insurance companies are required to hold cash reserves as a cushion against default. A Risk measure is used to determine the amount of cash that is required to make the risk acceptable to the regulator.… …   Wikipedia

  • Coherent risk measure — In the field of financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function …   Wikipedia

  • Dynamic risk measure — In financial mathematics, a conditional risk measure is a random variable of the financial risk (particularly the downside risk) as if measured at some point in the future. A risk measure can be thought of as a conditional risk measure on the… …   Wikipedia

  • Deviation risk measure — In financial mathematics, a deviation risk measure is a function to quantify financial risk (and not necessarily downside risk) in a different method than a general risk measure. Deviation risk measures generalize the concept of standard… …   Wikipedia

  • Spectral risk measure — A Spectral risk measure is a risk measure given as a weighted average of outcomes (which are standardly assumed to be equiprobable) where bad outcomes are included with larger weights. Definition Consider a portfolio X. There are S equiprobable… …   Wikipedia

  • Risk Measures — Statistical measures that are historical predictors of investment risk and volatility and major components in modern portfolio theory (MPT). MPT is a standard financial and academic methodology for assessing the performance of a stock or a stock… …   Investment dictionary

  • Risk-Adjusted Return — A concept that refines an investment s return by measuring how much risk is involved in producing that return, which is generally expressed as a number or rating. Risk adjusted returns are applied to individual securities and investment funds and …   Investment dictionary

  • Risk — takers redirects here. For the Canadian television program, see Risk Takers. For other uses, see Risk (disambiguation). Risk is the potential that a chosen action or activity (including the choice of inaction) will lead to a loss (an undesirable… …   Wikipedia

  • Risk aversion — is a concept in psychology, economics, and finance, based on the behavior of humans (especially consumers and investors) while exposed to uncertainty. Risk aversion is the reluctance of a person to accept a bargain with an uncertain payoff rather …   Wikipedia

  • Risk assessment — is a common first step in a risk management process. Risk assessment is the determination of quantitative or qualitative value of risk related to a concrete situation and a recognized threat. Quantitative risk assessment requires calculations of… …   Wikipedia

  • Risk factors for breast cancer — Risk factors of breast cancer may be divided into preventable and non preventable. Their study belongs in the field of epidemiology. Breast cancer, like other forms of cancer, is considered to result from multiple environmental and hereditary… …   Wikipedia

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