Risk Management
Risk Management
Risk Management
87
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Nicolas Steinmann
Nicolas Steinmann
Set of flashcards Details
| Flashcards | 87 |
|---|---|
| Language | English |
| Category | Finance |
| Level | University |
| Created / Updated | 31.05.2022 / 06.06.2022 |
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Mapping Definition and required risk Factors
Mapping tries to express the position as a combination of standard elements which correspond to a limited number of market prices, the so-called "market factors".
Basic concept of risk measurement with mapping
crisis scenarios (stress tests)
Costs & benefits of liquidity conservative liquidity risk profile
The Liquiddity coverage ratio
Net Stable Funding ratio
Definitions risk
Risk can be defined as the (unexpected) deviation of a positions value from its expected value
