to measure risk
41Jensen's Measure — A risk adjusted performance measure that represents the average return on a portfolio over and above that predicted by the capital asset pricing model (CAPM), given the portfolio s beta and the average market return. This is the portfolio s alpha …
42value at risk — alue at risk ( VAR) The amount or percentage of value that is at risk of being lost from a change in prevailing interest rates (similarly defined for things other than interest rates as well). The sensitivity of the value of a single financial… …
43Ex-Post Risk — A type of risk measurement technique that uses historic returns to predict the riskiness of a certain investment in the future. This type of risk measure is the equivalent of the statistical variance of an asset s returns relative to its mean.… …
44value-at-risk — VAR A measure of risk developed at the former US bank J. P. Morgan Chase in the 1990s, now most frequently applied to measuring market risk and credit risk. It is the level of losses over a particular period that will only be exceeded in a small… …
45value-at-risk — VAR A measure of risk developed at the former US bank J. P. Morgan Chase in the 1990s, now most frequently applied to measuring market risk and credit risk It is the level of losses over a particular period that will only be exceeded in a small… …
46Operational risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk …
47Enterprise risk management — In business, enterprise risk management (ERM) includes the methods and processes used by organizations to manage risks and seize opportunities related to the achievement of their objectives. ERM provides a framework for risk management, which… …
48Terrorism Risk Insurance Act — The Terrorism Risk Insurance Act (TRIA) is a United States federal law signed into law by President George W. Bush on November 26, 2002. The Act created a federal backstop for insurance claims related to acts of terrorism. The Act is intended as… …
49Identifying and Managing Project Risk — Infobox Book | name = Identifying and Managing Project Risk author = Tom Kendrick country = United States language = English genre = Business, Project Management, Risk Management publisher = American Management Association release date = February …
50Political risk — is a type of risk faced by investors, corporations, and governments. It is a risk that can be understood and managed with proper aforethought and investment.Broadly, political risk refers to the complications businesses and governments may face… …
