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Market Risks

  • Anja Blatter,
  • Sean Bradbury,
  • Pascal Bruhn,
  • Dietmar Ernst

摘要

There are several risks that a financial services provider has to consider, the first of which is market risk. Market risks include an institution’s foreign currency—and commodity risks, as well as position risks (interest rate and equity price-related risks) of the trading book. Market risk describes the risk that the market value of the portfolio will deviate from the expected value.