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Market Risk



英文名称:Market Risk 中文名称:市场风险
指投资的资产市场价格的变化而产生投资价值潜在损失的风险。
e.g. The paper analyzes market risk measures such as volatility of stock market returns, both for individual countries and for large commercial and investment banks, as well as option market gauges such as implied volatilities and the cost of insuring against large stock price declines in the financial sector through the use of out-of-the-money put options.

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