Enterprise Risk Management Slides

Risk measures [4]

Go to: Summary | Previous | Next
Bullet points include: Losses employed in risk measures may be defined in a variety of ways. Credit risk modelling. Commonly define loss as the default-free value of exposures less actual future value. Market risk modelling. Commonly define loss as current mark-to-market less future (MTM) value

Bullet points include: Losses employed in risk measures may be defined in a variety of ways. Credit risk modelling. Commonly define loss as the default-free value of exposures less actual future value. Market risk modelling. Commonly define loss as current mark-to-market less future (MTM) value

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile