Risk.net - Financial Risk Management News Analysis
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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 …
Risk Events - The premier meeting place for the financial risk ...
Risk events comprise a variety of formats including: conferences, training courses, seminars, exhibitions, awards and rankings evenings; and are widely considered by the industry as the …
Risk management news and analysis articles - Risk.net
Latest Risk management articles on risk management, derivatives and complex finance
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 …
Total loss-absorbing capacity (TLAC) definition - Risk.net
Jan 1, 2022 · Total loss-absorbing capacity is an international standard, finalised by the Financial Stability Board (FSB) in November 2015, intended to ensure that global systemically important …
VAR versus expected shortfall - Risk.net
Mar 1, 2007 · 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-free rate (RFR) definition - Risk.net
The risk-free rate is the theoretical rate of return on an investment with zero risk. As such, it is the benchmark to measure other investments that include an element of risk.Government bond …
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 …