|
|
|
|
|
|
|
|
|
Volatility risk
| Глоссарий по риск-менеджменту |
- The risk in the value of options portfolios due to the unpredictable changes in the volatility of the underlying asset.
- Риск колебаний
|
Риск волатильности, русский
Риск того, что держатель или продавец стандартного или "встроенного" опциона будет подвержен потерям в случае действительного или связанного с рыночными ожиданиями изменения волатильности.
|
Risk, английский
- The combination of the frequency or probability of occurrence and the consequences of a specified hazardous event.
- In general terms risk can be defined as the potential for unwanted, adverse consequences to human life, property, health, environment or society. the calculation (or estimation) of risk is usually based on the probability of the event occurring multiplied
- Exposure to uncertainty
- The probability that something will cause injury or harm.
- The possibility of something harmful happening there is a risk of a cholera epidemic. there is no risk of the disease spreading to other members of the family. at risk in danger of being harmed businessmen are particularly at risk of having a heart attack. children at risk children who are more likely to be harmed or to catch a disease verb to do something which may possibly cause harm or have bad results if the patient is not moved to an isolation ward, all the patients and staff in the hospital risk catching the disease. ‘…adenomatous polyps are a risk factor for carcinoma of the stomach’ [nursing times] ‘…three quarters of patients aged 35–64 on gps’ lists have at least one major risk factor: high cholesterol, high blood pressure or addiction to tobacco’ [health services journal]
- Риск возможность возникновения нежелательного явления или состояния. см. также probability (вероятность).
- A marine insurance term referring to losses against which the insurer agrees to indemnify the insured. these involve peril of the sea or fortuitous events incident to the voyage. they may be occasioned by storm, shipwreck, jetsom, prize, pillage, fire, war, reprisals, detention by foreign government, losses experienced for the common benefit, or expenses which would not have taken place absent such events. cargo insurance covers most perils except strikes, riots, civil unrest, capture, war, seizure, civil war, piracy, loss of market, and inherent vice. coverage may be comprehensive, or limited to enumerated perils, or for the benefit of particular persons, or for a right 262 specific time period. it may be restricted to voyage out, or voyage in, or part of the route, or from port to port. terrorism may be excluded or subject to supplementary coverage.
- Often defined as the standard deviation of the return on total investment. degree of uncertainty of return on an asset. in context of asset pricing theory. see: systematic risk.
- Клиент (страх.)
- Combination of the probability of occurrence of harm and the severity of the harm (iso iec 51).
- A measure of the chances that damage to life, property, or the environment will occur if a hazard occurs. risk includes consideration of the severity of the damage and is often stated as a probability or range of probabilities.
- The combination of the severity of a hazard and the likelihood of its occurrence.
Risk, английский
Risk, шведский
Kombination av sannolikheten för uppkomst av skada och hur allvarlig skadan (iso iec 51).
Risk a run, to, английский
To take chance without convoy.
Risk acceptance, английский
An informed decision to accept the consequences and the likelihood of a particular risk.
Risk adjusted discount rate, английский
Risk adjusted return on capital, английский
Risk adjusted return on capital (raroc), английский
The return on capital on an asset portfolio after taking account of the risk weightings of each asset as determined by basel ii.
Risk adjusted value of additional collateral, английский
Risk aggregation, английский
Risk allocation, английский
Risk is borne by different parties depending on the nature of the formal (or implicit) contracts linking the parties. one principle of efficient risk allocation is that those parties best able to mitigate the risk (through portfolio adjustments or behavioral responses) should be assigned (or allocated) the risk. price cap regulation tends to transfer (or allocate) commercial and production risk to investors—leading to a higher required return on their investment. rateofreturnregulation tends to allocate more risk to consumers-leading to lower required returns for investors (but greater risk borne by customers).
Risk analysis, английский
- A systematic use of available information to determine how often specified events may occur and the magnitude of their consequences.
- Evaluates the possible outcomes of various harvesting strategies or management options.
- The evaluation, classification, and prioritization of risks.
- The systematic use of available information to identify hazards and to estimate the risk (iso iec 51).
- The activity of assigning probabilities to the expected outcomes of drilling venture. s
Risk and health assessment program, английский
A microsoft services premier support offering that helps prevent serious issues from occurring by analyzing the health and risks present in an environment.
Risk appetite, английский
Ориентированность на риски
Risk arbitrage, английский
Traditionally, the simultaneous purchase of stock in a company being acquired and the sale of stock of the acquirer. modern risk arbitrage focuses on capturing the spreads between the market value of an announced takeover target and the eventual price at which the acquirer will buy the target`s shares.
Risk assessment, английский
- The overall process of risk analysis and risk evaluation.
- With respect to radiation protection , risk assessment is essentially about assessing risk of radiation exposure in order to mitigate that exposure, ensuring doses are as low as reasonably practicable (alarp ) and certainly below dose limits . in the uk r
- Overall process comprising a risk analysis and a risk evaluation (iso iec 51).
Risk assessment (estimation), английский
Risk assessment and management system, английский
Risk assessment matrix (ram), английский
Матрица оценки рисков.
Risk assessment software, английский
, grc software.
Risk assessment, risk measurement, risk evaluation, английский
Volatility, английский
- The degree of price fluctuation for a given asset, rate, or index; usually expressed as a variance or standard deviation.
- A statistical measure of the tendency of a market price or yield to vary over time.
- Волатильность, относительная скорость, с которой цена перемещается вверх и вниз; мера степени изменений рыночной стоимости ценных бумаг, определяемая за период в 52 недели (12 месяцев) и измеряемая в процентах. для того чтобы измерить волатильность, нужно
- This property describes the degree and rate at which a liquid will vaporize under given conditions of temperature and pressure. when liquid stability changes, this property is often reduced in value.
- Относительная скорость, с которой цена перемещается вверх и вниз. вычисляется годовое среднеквадратичное отклонение ежедневного изменения цены.
- Property of having a low boiling point or temperature of sublimation at normal pressure. likewise, having a high vapor pressure at ambient conditions.
- A measure of risk based on the standard deviation of the asset return. volatility is a variable that appears in option pricing formulas, where it denotes the volatility of the underlying asset return from now to the expiration of the option. there are volatility indexes. such as a scale of 1-9; a higher rating means higher risk.
- Нестабильность
- Describes how easily a substance will vaporize (turn into a gas or vapor).
- The property of a liquid that defines its evaporation characteristics. of two liquids, the more volatile will boil at a lower temperature and will evaporate faster when both liquids are at the same temperature. the volatility of petroleum products can be evaluated by tests for flash point, vapor pressure, distillation and evaporation rate.
Underlying, английский
- A исходный, лежащий в основе; глубинный form, structure, word underspecification n грамматическая неправиль- ность; несоответствие грамматическим пра- вилам (ант. licensing)
- What supports the security or instrument that parties agree to exchange in a derivative contract.
|
Риск волатильности, русский
Риск того, что держатель или продавец стандартного или "встроенного" опциона будет подвержен потерям в случае действительного или связанного с рыночными ожиданиями изменения волатильности.
Риск модели, русский
Риск того, что модели оценки риска могут быть некорректно или не соответствующим образом использованы.
|
|
|
|
|
|
|
