Risks Inherent in Trading Activities- For capital-markets and trading activities, risk is generally defined as the potential for loss on an...
COURSE
Risk Management in Trading Activities
- Market risk measures can be broadly classified as nominal measures and factor-sensitivity measures. ...
- Market-risk limits are fundamental controls over the risks inherent in trading activities. Banks nee...
- Every time an institution extends a loan, it faces credit risk. It is the risk of economic loss when...
- BASEL II advises two methods of capital allocation for banks to use to measure credit risk and alloc...
- The methods of determining the presettlement risk for different instruments vary. The presettlement ...
- Potential future exposure is an estimate of the risk that subsequent changes in market prices could ...
- Market liquidity risk is the risk of not being able to close your open positions in a reasonably sho...
- Most financial products, whether on-balance sheet or off-balance sheet, will generally contain more ...
- Sometimes the financial institutions may hold financial positions that are very large in size relati...
- The risk measures used by a bank under stress scenarios should be estimated over a number of differe...
LESSONS
Basic Measures of Market Risk
Market Risk Limits
Credit Risk and Counterparty Credit Risk
Credit Risk Measurement and Management in Trading
Determination of Presettlement Risk in Different I...
Measuring Potential Future Exposure
Market Liquidity Risk of Trading Activities
Unbundling and Dynamically Hedging Risks
Concentrated Positions and Market Risk
Market Liquidity Risk Limits
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