Risk measure
In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve. The purpose of this reserve is to make the risks taken by financial institutions, such as banks and insurance companies, acceptable to the regulator. In recent years attention has turned towards convex and coherent risk measurement.
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Acceptance setAge at riskAndrzej Piotr RuszczyńskiCoherent risk measureDeviation risk measureDiscounted maximum lossDistortion risk measureDownside riskDragon king theoryDrawdown (economics)Dynamic risk measureElyès JouiniEntropic risk measureEntropic value at riskEsscher principleExpected shortfallFRTBFinancial riskFranz Alt (mathematician)G-expectationHistory of microeconomicsList of financial performance measuresManagerial risk accountingMichael LiModigliani risk-adjusted performanceNonlinear expectationOutline of financePeng ShigeR. Tyrrell RockafellarRama ContRiskMetricsRisk measuresRisk metricSpectral risk measureTail riskTail value at riskTime at riskTime consistency (finance)UtilityValue at risk
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Risk measure
In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve. The purpose of this reserve is to make the risks taken by financial institutions, such as banks and insurance companies, acceptable to the regulator. In recent years attention has turned towards convex and coherent risk measurement.
has abstract
In financial mathematics, a ri ...... and coherent risk measurement.
@en
Miara ryzyka – funkcja, która ...... by zabezpieczyć swoją pozycję.
@pl
Мера риска — это функция, кото ...... ля удовлетворения требований .
@ru
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12,498,127
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1,024,375,477
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comment
In financial mathematics, a ri ...... and coherent risk measurement.
@en
Miara ryzyka – funkcja, która ...... by zabezpieczyć swoją pozycję.
@pl
Мера риска — это функция, кото ...... ля удовлетворения требований .
@ru
label
Miara ryzyka
@pl
Risikomaß
@de
Risk measure
@en
Мера риска
@ru