Market Risk

Content type Date Sort ascending Title Tags
ERM Resource A wavelet-based assessment of market risk: The emerging markets case equity riskMarket RiskMarket risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets.
ERM Resource The Relationship between Enterprise Risk Management (ERM) and Firm Value: Evidence from Malaysian Benefits of ERMEnterprise Risk Managementfirm valueMalaysiaMarket RiskPublic Listed CompaniesRisk Management Tools and Techniques
ERM Resource Economic Scenario Generators and Solvency II Counterparty Default Riskcredit riskEconomic AssumptionsEconomic CapitalEconomic Scenario GeneratorEnterprise Risk ManagementGovernanceMarket Consistent ValuationMarket RiskRegulatory capitalregulatory riskRisk Management Tools and TechniquesSolvency II
ERM Resource Pension Risk: Risk Management for Pension Schemes Covenant RiskCurrency RiskDefined BenefitERMERM and Risk Management Frameworkinvestment riskLongevity RiskMarket RiskOperational RiskpensionRisk ManagerStrategic RiskStrategy
ERM Resource The financial risk management of the Eurosystem’s monetary policy operations Counterparty Default Riskcredit riskEconomic / Risk Based CapitaleurosystemInterest Rate RiskLiquidity RiskMarket Riskmonetary policyoperational risksrisk reporting and monitoringrisks
ERM Resource Money is no object: Understanding the evolving cryptocurrency market BitcoinCryptocurrencyCyber RiskEmerging RisksMarket RiskopportunitiesthreatsVolatilityVolatility Risk
ERM Resource Consumer Protection Outlook Report 2015 Behavioural RiskMarket RiskNo category
ERM Resource Global Risk Management Survey 2015 Cyber RiskERM GuidanceMarket RiskReputational Risk