A type of risk that arises from factors other than broad market movements/ volatility. This risk includes different risk factors...
The sensitivity of a stock's return to the return on a relevant market index. However, securities may not be confined...
A firm that has only one business line or product, and its value (or value of its stocks) solely depends…
A type of market risk (MR) that arises from narrowly-defined, or specific factors other than broad market dynamics/ movements. Specific...
The market risk (MR) that arises from the broad dynamics of a market, rather than any individual sector or partition....
An entity's exposure to adverse variations in costs and/ or returns as a result of "unfavorable" changes in market rates/...
An entity's exposure to adverse variations in costs and/ or returns as a result of "unfavorable" changes in market rates/...
A market risk premium (MRP) that takes into account the forces of capital market convergence and globalization. However, not all...
A market risk premium (MRP) that takes into account the forces of capital market convergence and globalization. However, not all...
A type of risk that affects the valuation of a derivative (specifically, credit-value adjustment or CVA). This risk consists of...