Risk.net - Financial Risk Management News Analysis
Data insights, delivered daily. Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system. Published …
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 …
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 …
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 …
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 …
VAR versus expected shortfall - Risk.net
Mar 1, 2007 · Expected shortfall, like VAR, is a function of two parameters: N (the time horizon in days) and X % (the confidence level). It is the expected loss during an N -day period, …
Total loss-absorbing capacity (TLAC) definition - Risk.net
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 banks …
Market risk definition - Risk.net
Market risk is the risk of losses on financial investments caused by adverse price movements. Examples of market risk are: changes in equity prices or commodity prices, interest rate …
Risk Events - The premier meeting place for the financial risk ...
Asia Risk Congress. Asia Risk Congress is Asia’s leading risk management, derivatives and regulation event. Attended by more than 600 delegates, the event will discuss the latest on …
Risk management news and analysis articles - Risk.net
By Janice Kirkel. Data insights, delivered daily. i. Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central …