Risk.net - Financial Risk Management News Analysis
You are currently accessing Risk.net via your Enterprise account. If you already have an account please use the link below to sign in.. If you have any problems with your access or would like …
Risk Learning – Training and Development for Risk Professionals
The leading provider of exclusive, in-depth learning and development for professionals working in risk management, derivatives and financial markets.
Risk-weighted assets (RWAs) definition - Risk.net
Risk-weighted assets are used to determine the minimum amount of regulatory capital that must be held by banks to maintain their solvency. This minimum is based on a risk assessment for …
Value-at-risk (VAR) definition - Risk.net
Value-at-risk is a statistical measure of the riskiness of financial entities or portfolios of assets. It is defined as the maximum dollar amount expected to be lost over a given time horizon, at a pre …
Expected shortfall definition - Risk.net
Expected shortfall is a risk measure sensitive to the shape of the tail of the distribution of returns on a portfolio, unlike the more commonly used value-at-risk (VAR). Expected shortfall is …
VAR versus expected shortfall - Risk.net
2007年3月1日 · John Hull discusses the limitations of VAR and the relative advantages of an alternative measure, expected shortfall Value-at-risk is often criticised as not presenting a full …
Risk management news and analysis articles - Risk.net
Latest Risk management articles on risk management, derivatives and complex finance
Risk Journals - Quantitative Risk Management Resources - Risk.net
You are currently accessing Risk.net via your Enterprise account. If you already have an account please use the link below to sign in.. If you have any problems with your access or would like …
Top 10 operational risks for 2021 - Risk.net
2021年3月3日 · Welcome to Risk.net’s annual ranking of the top op risks for 2021, based on a survey of operational risk practitioners across the globe and in-depth interviews with …
Credit risk definition - Risk.net
Credit risk is the risk of a borrower defaulting on a loan, or related financial obligation. Alongside market risk and operational risk, it is one of the three major classes of risk that banks face, and …