摘要:The risk that occurs as a result of conducting transactions between different time zones. More specifically, this refers to how the receiving party may not necessarily know whether the other party ful[阅读全文]

摘要:A type of risk that occurs when a financial model used to measure a firm's market risks or value transactions does not perform the tasks or capture the risks it was designed to.

Model risk is[阅读全文]

摘要:A multi-factor model created by Barra Inc., which is used to measure the overall risk associated with a security relative to the market. Barra Risk Factor Analysis incorporates over 40 data metrics in[阅读全文]

摘要:A trademarked method for calculating the risk of an asset portfolio. RiskGrades are based on a variance-covariance approach that measures the volatility of assets or asset portfolios as the scaled sta[阅读全文]

摘要:An anomaly in the difference between the lower historic real returns of government bonds compared to equities. This puzzle is the inverse of the equity premium puzzle, and looks at the disparity from [阅读全文]

摘要:An adjustment to the return on an investment that accounts for the element of risk. Risk-adjusted return on capital (RAROC) gives decision makers the ability to compare the returns on several differen[阅读全文]

摘要:A rate of return used in financial analysis, whereby riskier projects and investments are evaluated based on the capital at risk. RORAC makes it easier to compare and contrast projects with different [阅读全文]

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The exchange rate risk associated with the time delay between entering into a contract and settling it. The greater the time differential between the entra[阅读全文] 

		

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The risk that a foreign central bank will alter its foreign-exchange regulations thereby significantly reducing or completely nulling the value of foreign-[阅读全文] 

		

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The risk that one party will fail to deliver the terms of a contract with another party at the time of settlement. Settlement risk can be the risk associat[阅读全文] 

		

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The study of the underlying uncertainty of a given course of action. Risk analysis refers to the uncertainty of forecasted future cash flows streams, varia[阅读全文] 

		

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The risk that one party of a contract will fail to meet the terms of the contract and default before the contract's settlement date, prematurely ending th[阅读全文] 

		

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The risk that arises when operating in a foreign jurisdiction. In recent times, jurisdiction risk has focused on banks and financial institutions who are e[阅读全文] 

		

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1. The risk of an investment's value changing due to changes in currency exchange rates. 
2. The risk that an investor will have to close out a long or[阅读全文] 

		

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The risk that a counterparty in a transaction may not be able to fulfill its side of the agreement by failing to deliver the underlying asset or the cash v[阅读全文] 

		

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A form of risk that arises from the change in price of one currency against another. Whenever investors or companies have assets or business operations acr[阅读全文] 

		

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A collection of risks associated with investing in a foreign country. These risks include political risk, exchange rate risk, economic risk, sovereign risk[阅读全文] 

		

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The exposure of a bank, financial institution, or any type of major investor to foreign exchange contracts - both spot and forward - from a single count[阅读全文] 
		

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The risk of experiencing an adverse shift in market interest rates associated with investing in a fixed income instrument. The risk is associated with eith[阅读全文] 

		

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The theoretical rate of return attributed to an investment with zero risk. The risk-free rate represents the interest on an investor's money that he or sh[阅读全文]