Examples of 'risk measure' in a sentence
Meaning of "risk measure"
risk measure - This phrase denotes a method or metric used to assess and quantify the level of risk associated with a specific action, decision, investment, or scenario. It involves evaluating the potential impact and likelihood of adverse outcomes
How to use "risk measure" in a sentence
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risk measure
The standard deviation is a deviation risk measure.
Each risk measure is unique in how it measures risk.
Both methods use VaR as the risk measure.
Credit risk measure.
The dynamic superhedging price is a time consistent risk measure.
Beta is the risk measure.
Due to the recursive property it is simple to construct a time consistent risk measure.
The optimized frontiers using each risk measure are compared graphically.
The first issue is the accuracy of the assessment of the risk measure.
Operational risk measure.
Risk measure EFA less liabilities EFA less liabilities millions of US dollars.
It is therefore a coherent risk measure.
The most appropriate risk measure for portfolios composition is still an open problem.
VaR is not a coherent risk measure.
Comprehensive risk measure Correlation portfolio.
See also
Determination of the market risk measure MRM.
The coherence of this risk measure is a consequence of the concavity of g { \ displaystyle g.
See also Entropic risk measure.
In addition, the risk measure itself becomes more volatile at times of crisis.
Variance as a risk measure.
There is a one-to-one correspondence between an acceptance set and a corresponding risk measure.
A spectral risk measure is always a coherent risk measure, but the converse does not always hold.
In a second chapter, we focus on another risk measure called expectile.
A proprietary risk measure used by the PineBridge Investments global multi-asset team.
In this context, we show the existence of the asymptotic risk measure.
A coherent risk measure satisfies the following four properties, 1.
First, the scale used represents just one possible type of risk measure.
The term " VaR " is used both for a risk measure and a risk metric.
Summary of risk measures from cohort studies Risk measure 1 Reference ( comments ).
Also, worst-case scenarios are accounted for with a risk measure.
Time at Risk ( TaR ) is a time-based risk measure designed for corporate finance practice.
As option prices incorporate the market ¿ s expectation, the calculated risk measure is considered forward-looking.
A popular risk measure is Value-at-Risk VaR.
Downside-variance as a risk measure is defined as follows, 6.
The common notation for a risk measure associated with a random variable X { \ displaystyle X } is ρ ( X ) { \ displaystyle \ rho X.
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