Market risk
id:
market-risk-168-8199658
title:
Market risk
text:
Market risk is the risk of losses in positions arising from movements in market variables like prices and volatility.
There is no unique classification as each classification may refer to different aspects of market risk. Nevertheless, the most commonly used types of market risk are:
- Equity risk, the risk that stock or stock indices prices or their implied volatility will change.
- Interest rate risk, the risk that interest rates or their implied volatility will change.
- Currency risk,
brand slug:
wiki
category slug:
encyclopedia
description:
Risks arising from movements in market variables
original url:
https://en.wikipedia.org/wiki/Market_risk
date created:
2003-10-10T09:58:07Z
date modified:
2024-08-30T23:25:49Z
main entity:
{"identifier":"Q1164550","url":"https://www.wikidata.org/entity/Q1164550"}
image:
fields total:
13
integrity:
15