Risk Management
Risk Management
Risk Management
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Nicolas Steinmann
Nicolas Steinmann
Fichier Détails
| Cartes-fiches | 87 |
|---|---|
| Langue | English |
| Catégorie | Finances |
| Niveau | Université |
| Crée / Actualisé | 31.05.2022 / 06.06.2022 |
| Lien de web |
https://card2brain.ch/box/20220531_risk_management
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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
