Earnings at risk
id:
earnings-at-risk-195-5620166
title:
Earnings at risk
text:
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 cash flow statement respectively, and hence the risk to the institution's return on assets and, ultimately, return on equity.
EaR measures the impact on net interest income due to movements in foreign exchange and interest rates; while CFaR measures possible shortfalls in cash flow due to these.
Both are calculated under simulation as for Value a
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Earnings_at_risk
date created:
date modified:
2024-04-17T08:14:57Z
main entity:
{"identifier":"Q117354688","url":"https://www.wikidata.org/entity/Q117354688"}
image:
fields total:
13
integrity:
13