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| | Market risk - Wikipedia, the free encyclopedia |
 | | Market risk can also be contrasted with Specific risk which measures the risk of a decrease in one's investment due to a change in a specific industry or sector, as opposed to a market-wide move. | | | Market risk is typically measured using a Value at Risk methodology. | | | A section on market risk is a section mandated by the SEC on all annual reports reported on the form 10-k. |
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http://en.wikipedia.org/wiki/Market_risk
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| | Risk - Wikipedia, the free encyclopedia |
| | In financial markets one may need to measure credit risk, information timing and source risk, probability model risk, and legal risk if there are regulatory or civil actions taken as a result of some "investor's regret". | | | Risk in finance has no one definition, but some theorists, notably Ron Dembo, have defined quite general methods to assess risk as an expected after-the-fact level of regret. | | | Financial markets are considered to be a proving ground for general methods of risk assessment. |
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http://en.wikipedia.org/wiki/Risk
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| | Item 305 -- Quantitative and Qualitative Disclosures about Market Risk |
| | Registrants that voluntarily include other market risk sensitive instruments, positions and transactions within their quantitative disclosures about market risk under the sensitivity analysis or value at risk disclosure alternatives are not required to provide separate market risk disclosures for any voluntarily selected instruments, positions, or transactions. | | | Changes in either the registrant's primary market risk exposures or how those exposures are managed, when compared to what was in effect during the most recently completed fiscal year and what is known or expected to be in effect in future reporting periods. | | | For purposes of disclosure under paragraph 305(b), registrants should describe primary market risk exposures that exist as of the end of the latest fiscal year, and how those exposures are managed. |
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http://www.law.uc.edu/CCL/regS-K/SK305.html
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| | Market Risk Disclosure FAQ |
| | The quantitative disclosures are required for material market risk exposures. | | | Interim disclosures must enable the reader to assess the sources and effects of material changes in market risk exposures that affect the quantitative and qualitative disclosures presented as of the end of the preceding fiscal year. | | | The new rules require disclosure of the market risk inherent in the futures contact, but only encourages disclosures of the market risks inherent in the corn inventory. |
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http://www.sec.gov/divisions/corpfin/guidance/derivfaq.htm
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| | risk management, market risk, operational risk, liquidity risk |
| | This is the risk to an institution's financial condition resulting from adverse movements in the level or volatility of market prices of interest rate instruments, equities, commodities and currencies. | | | Risk Management is a software engineering practice with processes, methods, and tools for managing risks in a project. | | | Performance of Models-Based Capital Charges for Market Risk (1999)", But since VAR can only be used to manage market risk, and thus to calculate charges for market risk, the SEC has to look for additional methods to calculate capital for other risks such as credit, liquidity and operations. |
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http://www.riskmanage.co.uk/4862/5433.html
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| | 3. Market risk |
| | General market risk - long and short positions broken down by time-bands according to residual maturity or to duration; breakdown of positions by currency (main currencies relative to the activity of the firm [for supervisory purposes] or all G-10 currencies [for G-10-wide aggregation exercise]). | | | For example, in the case of the banking sector, information that banks use to determine their compliance with the Basle Committee's market risk capital requirements should be considered by supervisors when assessing banks' market risks. | | | In assessing this information, supervisors should understand whether the market risk capital information is presented by the institution on a group-wide, consolidated basis and the extent of off-setting between entities within the group. |
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http://riskinstitute.ch/145610.htm
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| | Market risk |
| | Market risk is the risk that market variables will move and result in profits or losses on positions kept. | | | Market risk arises from trading activities in order to facilitate client transactions and from trading for the bank’s own account. | | | Internal models meet regulatory requirements and were approved by the Dutch central bank for the calculation of capital for market risk. |
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http://www.abnamro.com/annualreports/2001/index3_html_folder_121_page_123.htm
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| | EXVaR Risk Management: Risk Software suite - Chosen By Paris Bourse to manage Financial Risk in Real-time with Full ... |
| | Risk reports are generated by the Risk software in a number of formats for regulatory and company management purposes. | | | Measures pre-settlement risk, with respect to client default events and potential replacement costs, according to client’s financial strength and market risks. | | | EXVaR, the Risk Management Software made by SFS ("Stochastics Financial Software") allows Risk Managers and Controllers to measure and manage in Real-time their Risk exposure. |
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http://software.clearingrisk.com
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| | Market Risk |
| | A loss due to widening credit spreads may reasonably be called a market loss or a credit loss, so market risk and credit risk overlap. | | | credit risk Risk that a counterparty may be unable to perform on an obligation. | | | Market risk is managed with a short-term focus. |
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http://www.riskglossary.com/articles/market_risk.htm
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| | Market Risk |
| | Market risk is the chance that the entire market will decline, thus affecting the prices and values of securities. | | | Liquidity risk is the risk that an investment, when converted to cash, will experience loss in its value. | | | Exchange rate risk is the chance that a nation's currency will lose value when exchanged for foreign currencies. |
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http://www.ameritrade.com/educationv2/fhtml/learning/mktrisk.fhtml
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| | value at risk - Discount ISP and Web Hosting Online |
| | Value at risk (VAR) is a statistical risk measure which is used extensively for measuring the market risk of portfolios of assets and/or liabilities. | | | Value-at-risk (VaR) is a category of risk measures that describe probabilistically the market risk of a trading... | | | links Definition In economics and finance, the Value at risk, or VaR, is a measure used to estimate how the value of an asset or of a...... |
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http://www.gilliganandcompany.com/value-at-risk.html
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| | Risk Capital |
| | Risk Capital is a management consulting firm providing risk and transaction advisory services to companies in the energy, chemicals, mining and financial services industries. | | | Risk Capital Co-Sponsors Equity Based Insurance Guarantees Conference | | | Hedging Financial Risk in Equity Indexed Annuities and Variable Annuities |
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http://www.e-rcm.com
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| | market risk and Stock Trading at TradeStars + Stock Trading |
| | As world economies boom and bust, stock markets go with throughout the day in the hope that their stocks will continue that report and other information about day-trading in the NASAA Library on NASAAs website highest market risk opened day trade position. | | | The day trade buying power is set at the on the same day in a single market risk account. | | | market risk and stock trading - If you need information on market risk with no charge with a smile and a guarantee of friendly advice. |
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http://www.tradestars.com/content/Market-risk.asp
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| | Offers a bond market risk index and crash indication |
| | This risk index has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading or market timing strategy. | | | This benchmark indicates the risk of global bond market investments on an aggregated basis. | | | Subscribe to our free newsletter in order to receive the current bond market risk and crash indication plus all stock and bond trading system signals of our market timing models. |
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http://www.sniper.at/bond-market-risk-index.htm
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| | Reuters - Products & Services - |
| | Kondor Value at Risk is a powerful, enterprise-wide risk management system for the middle office that enables you to manage financial risk in a global economy. | | | We have built on our strength in the front office to address risk and trade management through to the back office, including advanced middle-office functionality for market and credit risk and comprehensive features for settlement, clearing, the generation of accounting entries and cash management. | | | Kondor+, a component of Reuters Trade and Risk Management suite, is a real-time position-keeping system that offers a sophisticated and flexible means of capturing deals and managing risk. |
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http://risk.reuters.com
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| | Amazon.co.uk: Value at Risk: The Benchmark for Controlling Market Risk: Books |
| | Even as risk management assumes an increasingly central role in financial institutions, the actual understanding of financial risk continues to be problematic. | | | Initially confined to measuring market risk, VAR is now being used to actively control financial risk well beyond derivatives. | | | As we move into the 21st century, the value at risk approach will continue to improve worldwide standards for managing numerous types of financial risk. |
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http://www.amazon.co.uk/exec/obidos/ASIN/0071355022
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| | The Best Financial Engineering, Risk Management and Trading Books |
| | Risk Management and Analysis, Volume 1 is an edited collection on quantitative techniques in financial risk management. | | | Risk Management is an overview of financial risk management. | | | Value-at-Risk: The New Benchmark for Managing Financial Risk is a general introduction to financial risk management. |
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http://www.riskbook.com/topics/all_recommendations.htm
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| | RiskCenter: A Financial Risk Management Media Company |
| | When rating the creditworthiness of US electricity transmission providers, several key business risk factors are reviewed in conjunction with multiple financial metrics and a qualitative assessment of other financial issues. | | | ">Markets for Bank Subordinated Debt and Equity in Basel Committee Member Countries | | | November 10: Operational Risk - FSA Fines Bond Broker and Managing Director for Anti-Money Laundering Failures |
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http://www.riskcenter.com
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| | Weather Risk - Derivatives market |
| | It is impossible to have one national benchmark as there is not an indicative basis spread - such as transportation costs, which are easily measurable - as there is in the gas market." She argues that there are too many differences caused by micro-climates for such a benchmark to be helpful. | | | She does agree, however, that it might be worthwhile developing mini-benchmarks in a number of cities across the US, the standardisation of which would help to promote liquidity in the market. | | | The company is even thinking about marketing contracts with humidity as an underlying. |
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http://www.financewise.com/public/edit/energy/weatherrisk/wthr-derivatives.htm
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| | Bobsguide - Market Risk |
| | Algo Market is an enterprise-wide risk management solution that enables financial institutions to measure, control and manage market and liquidity risk across... | | | SunGard Adaptiv is an enterprise wide credit and market risk management solution for financial services institutions. | | | Kondor Value at Risk delivers high-end analysis for both market and credit risk. |
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http://www.bobsguide.com/guide/c-baselii-market-risk.html
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| | Amazon.com: The Market Risk Amendment: Understanding the Marking-to-Model and Value-at-Risk: Books |
| | With the Market Risk Amendment, the influential Basle Committee established standards and practices for risk management worldwide, and greatly increased the risk exposure capital requirements for banks worldwide. | | | The Market Risk Amendment is the first book that examines the 1996 Market Risk Amendment from every angle, creating not just a listing of techniques or tools with which to comply but a comprehensive understanding of how to operate and build your business in this new risk environment. | | | In The Market Risk Amendment, Dr. Dimitris N. Chorafas thoroughly explains this mandatory regulation, describes methods for establishing compliance for your institution, relates the parametric and simulation techniques for calculating Value at Risk, and provides easy-to-understand practices for monitoring and controlling your bankOs risk exposure. |
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http://www.amazon.com/exec/obidos/tg/detail/-/0786312246?v=glance
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| | Financial Risk Management |
| | They were using an internally developed financial risk management system to monitor market risk and economic capital. | | | Based on the financial upheavels of the early 2000s, it would seem that financial risk management failed. | | | It has since grown to become a preeminent on-line resource for professionals working in the capital, commodities, and energies markets. |
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http://www.contingencyanalysis.com/index.htm
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| | APT - Risk Models - Market Risk |
| | Pre-computed APT RAP (risk-adjusted performance) data is available for over 70,000 funds, with single-figure summaries of fund risk, performance and risk-adjusted performance, and with drill-down analysis of underlying fund risks. | | | Robust risk profiles for 200,000 equities, government bonds, corporate bonds, currencies, indexes, funds, ETFs, convertibles, CDSs, commodities, and unlimited futures, options, and user-defined securities, provided daily, weekly or monthly. | | | Contact APT for a presentation, demonstration and example risk report for your fund or book. |
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http://www.apt.com/en/products/risk-models.html
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| | APT - Credit & Market Risk Models - Multiple Asset Classes - Advanced Portfolio Technologies |
| | Risk profiles for 300,000 equities, bonds, currencies, indexes, funds, commodities and unlimited futures, options and user-defined securities – updated daily, weekly and monthly. | | | Integrated multi-factor risk models for equities, bonds, and funds-of-funds. | | | Real-time risk model updates for best margin setting, specialised brokerage tools for basket bidding, hedging option books, non-linear transaction costs. |
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http://www.apt.com
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| | CREDIT RISK |
| | In such a case, the obvious definition for forward delta is the sensitivity (first derivative) of option value with respect to the forward price, rather than with respect to the underlying spot price. | | | Terms and definitions relating to credit risk are below. | | | Here we have only terms relating to market risk. |
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http://www.margrabe.com/MarketRisk.html
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| | Welcome to our selection of complimentary articles about Trading, Treasury, and Risk Management |
| | Innovations such as credit derivatives and collateralised loan obligations have triggered a continuing revolution in credit risk management. | | | Since the late 1990s, the issue of market risk assessment has been viewed as largely settled. | | | However, a recent statement from the Basel Committee is likely to change this comfortable presumption, writes David Rowe. |
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http://www.infinity.com
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| | First Fire & Marine Insurance Co. Buys Kamakura Market Risk Management Software Suite |
| | Kamakura is the first vendor in the world to offer default probability estimation, credit-adjusted value at risk, net income simulation, and transfer pricing in a single fully-integrated software product. | | | Three of the six largest property and casualty insurance companies in Korea now rely on Kamakura Risk Manager for market risk management, and Kamakura has signed six Korean financial institutions as clients. | | | "Perhaps more than anywhere else, the property and casualty insurance business blurs the distinction between market risk, credit risk, asset and liability management, and actuarial analysis. |
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http://www.kamakuraco.com/pr_ffmic.htm
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| | GARP : Global Association of Risk Professionals |
| | The Financial Risk Manager (FRM®) exam, launched in 1997, is recognized as the world's most prestigious global certification program for Financial Risk Managers. | | | GARP is soliciting nominations for its 2003 Risk Manager of the Year award. | | | The Global Association of Risk Professionals is pleased to present its 2004 Risk Manager of the Year award to: |
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http://www.garp.com
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| | Trading Systems and Methods |
| | By tapping into the natural order unlerlying all traded markets, and applying the unique concept of "matching waves" to forecast imminent price moves...this powerful method opens the door for the individual trader to a level of profitability never quite attainable before. | | | Veteran trader Tom Busby has developed a method that can help you make money whether the market is up or down or flat. | | | Move by move, Ed reveals methods for isolating the “prime movers” in any market, and which chart patterns signal great entry opportunities, and how to profitably exit every trade. |
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http://www.traderspress.org/categories/trading_systems_methods.asp
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| | Techbooks Bookshop : Measuring and Managing Derivative Market Risk by David Lawrence |
| | For a reliable, comprehensive treatment of market risk, this book is the definitive handbook for derivatives traders, risk managers and all those working in the industry. | | | Description of Measuring and Managing Derivative Market Risk | | | Contents of Measuring and Managing Derivative Market Risk |
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http://www.global-investor.com/cgi-bin/euler.pl?id=s21412&uid=&action=display&ref=9173
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| | Amazon.com: The Psychology of Risk: Mastering Market Uncertainty: Books: Ari Kiev,Ari Kiev,Ken Grant |
| | In breaking from the natural inclination to "avoid risk at all costs," you will begin to see risk in a new light–certainly not always as a negative force. | | | Fundamental, research driven investors will find the focus on risk management and risk taking equally helpful. | | | Over the past three decades investors have adopted all varieties of complex quantitative systems for quantifying and managing risk. |
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http://www.amazon.com/exec/obidos/tg/detail/-/0471403873?v=glance
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| | Market Risk Premium |
| | S&P Composite Price Index and its Risk Premium - An excellent article by Ruben Cohen on risk premium in a world that is not yet perfect, but is approaching it. | | | It is equal to the slope of the security market line (SML). | | | Read this tutorial and these and other financial concepts will be made clear. |
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http://www.investopedia.com/terms/m/marketriskpremium.asp
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| | Publications by Robert J. Shiller |
| | Measuring Asset Value for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Journal of Finance (1993), 48(3): 911–931. | | | Macro Markets and Financial Security," with Stefano Athanasoulis and Eric van Wincoop, Economic Policy Review, Federal Reserve Bank of New York, Vol. | | | "Consumption Correlatedness and Risk Measurement in Economics with Nontraded Assets and Heterogeneous Information" (with Sanford Grossman), Journal of Financial Economics (1982), 10: 195–210, 1982. |
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http://www.econ.yale.edu/~shiller/publications.htm
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| | EK 420 - PORTFOLIO THEORY - BASIC CONCEPTS |
| | As "Market Risks" affect all businesses, it is generally not possible to diversify away this form of risk. | | | By moving to world markets, some risks, previously thought of as "Market Risks" now become "Specific Risks" (i.e. | | | "Market Risk" is one of the two basic forms of investment risk - the other being "Specific Risk". |
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http://www.herts.ac.uk/business/finman/ek420a.htm
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| | Modeling Liquidity Risk: With Implications for Traditional Market Risk Measurement and Management |
| | Hence the market risk is really in a "pure" form: risk in an idealized market with no "friction" in obtaining the fair price. | | | Modeling Liquidity Risk: With Implications for Traditional Market Risk Measurement and Management | | | We develop a simple liquidity risk methodology that can be easily and seamlessly integrated into standard value-at-risk models, and we show that ignoring the liquidity effect can produce underestimates of market risk in emerging markets by as much as 25-30%. |
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http://www.defaultrisk.com/pp_liqty_02.htm
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| | Stock Market Risk |
| | The risk of loss exists in stock and futures trading. | | | standard deviation (the volatility, or "risk") will show... | | | The extra return that the stock market provides over the risk free rate to compensate for market risk. |
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http://www.dbsfinman.com/stock_market_risk.htm
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| | cheap Market risk is groovin Baby! |
| | Read approximately cheap market risk in the no cost on the internet encyclopedia and dictionary. | | | Kent On 6 Productions is a multi-faceted company. | | | Find cheap market risk and more at Lycos Search. |
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http://www.groovyshopping.com/cheap-Market-risk.htm
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| | myfinance.ca - Stock Prices |
| | The rally that sent Japanese share prices to their highest levels in more than five years may be coming to an end amid sales by pension funds and life-insurance companies. | | | European stock markets made solid gains in the wake of big rises on Wall Street and in Asia that were fuelled by sliding oil prices. | | | QuoTrek allows you to set yourself free with streaming stock market quotes, charts and news for your PDA. |
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http://www.myfinance.ca/Stock-Prices/all/search
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| | NFA Market Risk Guerrilla Funds |
| | The Proprietary NFA Model – Fundamental statistics including interest rates, relative strengths of the markets, investor sentiment and other components are used to measure market risk. |
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http://www.guerrillafunds.com/nfa-market-risk.html
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| | Managing Market Risk |
| | Chapter 1: Understanding Market Risk on the Farm |
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http://www.agr.gc.ca/spb/fiap-dpraa/cours/rmc_toc_e.phtml
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| | Essentials of Market Risk |
| | Market liquidity – understanding the constraints and pitfalls | | | Hear from one of the most distinguished experts and a renowned speaker. |
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http://www.garp.com/events/marketrisk/london
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