risk

• - Delta risk (risk of changes of the value of a financial instrument due to a change in the value of the risk factor (first order effects)) Market risk: Risks - Vega risk (risk arising from changes of the volatility of the underlying of a non-linear instrument) by linearity - Curvature risk (including gamma risk) (risks not captured under delta and vega risk, including risk arising from second order effects of changes in the underlying and from other parameters of options)

Market risk: The risk that the institution will incur market/liquidity losses stemming from a concentration either from exposures to a single risk Market liquidity factor or from exposures to multiple risk factors that are correlated, or from instruments with high liquidity horizons and concentration

1. Επισκόπηση

1.1 Παραπομπές

1.2 Εντοπισμένες απαιτήσεις

1.3 Σχετικά πρότυπα

2. Εντοπισμένες απαιτήσεις

3. Σχετικά πρότυπα

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.