risk measurement framework

risk measurement framework
інструментарій виміру ризиків; методологія вимірювання ризиків

The English-Ukrainian Dictionary. Economics, Finance, Banking, Investmentss, Bank Loans. . 2002.

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  • Risk adjusted return on capital — (RAROC) is a risk based profitability measurement framework for analysing risk adjusted financial performance and providing a consistent view of profitability across businesses. The concept was developed by Bankers Trust in the late 1970s. Note,… …   Wikipedia

  • Operational risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk …   Wikipedia

  • risk assessment — The identification, analysis, and measurement of *risks relating to an activity or organization. Risk assessment comprises the initial stages of *risk management, and it is one of the five components of effective *internal control identified in… …   Auditor's dictionary

  • Standardized approach (operational risk) — In the context of operational risk, the standardized approach or standardised approach is a set of operational risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Basel II requires all banking… …   Wikipedia

  • Advanced measurement approach — The advanced measurement approach (AMA) is a set of operational risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this approach the banks are allowed to develop their own empirical model to… …   Wikipedia

  • Standardized approach (credit risk) — The term standardized approach (or standardised approach) refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this approach the banks are required to use ratings from …   Wikipedia

  • Model risk — In finance, model risk is the risk involved in using models to value financial securities.[1] Rebonato considers alternative definitions including: After observing a set of prices for the underlying and hedging instruments, different but… …   Wikipedia

  • ORRF Risk Research Forum — The ORRF Risk Research Forum a forum on risk research organised by the ORRF, a recognised internationally as a leading risk research foundation. It was established, in April 1999, as an independent think tank, with tacit support from the… …   Wikipedia

  • Enterprise 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… …   Wikipedia

  • Theory of conjoint measurement — The theory of conjoint measurement (also known as conjoint measurement or additive conjoint measurement) is a general, formal theory of continuous quantity. It was independently discovered by the French economist Gerard Debreu (1960) and by the… …   Wikipedia

  • Governance, Risk Management, and Compliance — Governance, Risk, and Compliance or GRC is an increasingly recognized term that reflects a new way in which organizations can adopt an integrated approach to these three areas. However, this term is often positioned as a single business activity …   Wikipedia


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