Financial risk modeling is the use of formal mathematical and econometric techniques to measure, monitor and control the market risk, credit risk, and...

Financial modeling is the task of building an abstract representation (a model) of a real world financial situation. This is a mathematical model designed...

Financial risk is any of various types of risk associated with financing, including financial transactions that include company loans in risk of default...

valuing financial securities. Here, Rebonato (2002) defines model risk as "the risk of occurrence of a significant difference between the mark-to-model value...

In economics and finance, risk aversion is the tendency of people to prefer outcomes with low uncertainty to those outcomes with high uncertainty, even...

(January 4, 2009), Risk Mismanagement, The New York Times Magazine Nassim Taleb (Sep 10, 2009). "Report on The Risks of Financial Modeling, VaR and the Economic...

Mesler (2004). Advanced Financial Risk Management: Tools & Techniques for Integrated Credit Risk and Interest Rate Risk Modeling. John Wiley. ISBN 978-0-470-82126-8...

adjusted by risk premia, entirely analogous to how we obtained the probabilities above for the one-step discrete world. Brownian model of financial markets...

[citation needed] Financial risk management Implied volatility Volatility smile IVX Market risk Model risk § Uncertainty on volatility Value at risk Volatility...

quantity beta (β) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. CAPM assumes...

Performance" (PDF). Journal of Personal Finance. 10 (1): 9. Retrieved 26 June 2013. Risk Arbitrage: An Investor's Guide Financial Enterprise Risk Management...

ruin) Financial risk management Financial risk modeling Kelly criterion Key risk indicators Operational risk management Risk management St. Petersburg paradox...

In finance, systemic risk is the risk of collapse of an entire financial system or entire market, as opposed to the risk associated with any one individual...

Earnings at risk (EaR) and the related cash flow at risk (CFaR) are measures reflecting the potential impact of market risk on the income statement and...

(2021-10-28), "Distributions Commonly Used in Credit and Counterparty Risk Modeling", Modern Financial Engineering, Topics in Systems Engineering, vol. 2, WORLD SCIENTIFIC...

Financial risk management is the practice of protecting economic value in a firm by managing exposure to financial risk - principally credit risk and...

Relative return Risk Financial risk Risk management Financial risk management Uncompensated risk Risk measure Coherent risk measure Deviation risk measure Distortion...

A Spectral risk measure is a risk measure given as a weighted average of outcomes where bad outcomes are, typically, included with larger weights. A spectral...

credit risk modeling that contrasts sharply with "structural credit models", the best known of which is the Merton model of 1974. Reduced-form models focus...

manage portfolio risk. They are generally extensions of the single-factor capital asset pricing model (CAPM). The multifactor equity risk model was first developed...

confidence interval of the risk measurement. RiskMetrics describes three models for modeling the risk factors that define financial markets. The first is very...

is a property in financial risk related to dynamic risk measures. The purpose of the time-consistent property is to categorize the risk measures which satisfy...

hyperbolic absolute risk aversion (HARA): p.39,  : p.389,   refers to a type of risk aversion that is particularly convenient to model mathematically and...

theoretical models this often has the implication that decision-making is unaffected by scale. For instance, in the standard model of one risk-free asset...

some variable (typically the cumulative profit or total open equity of a financial trading strategy). Somewhat more formally, if X ( t ) , t ≥ 0 {\textstyle...

Downside risk is the financial risk associated with losses. That is, it is the risk of the actual return being below the expected return, or the uncertainty...

Fama, E. F.; French, K. R. (1993). "Common risk factors in the returns on stocks and bonds". Journal of Financial Economics. 33: 3–56. CiteSeerX 10.1.1.139...

given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less...

finance Financial modeling Giovanni Barone-Adesi and Kostas Giannopoulos (1996), A simplified approach to the conditional estimation of Values-at-Risk Giovanni...

analyst-roles cover financial management and (credit) risk management, as opposed to focusing on investments and valuation. Financial analysts can work...