Market Risks

Anja Blatter, Sean Bradbury, Pascal Bruhn and Dietmar Ernst
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Anja Blatter: Nürtingen-Geislingen University of Applied Sciences
Sean Bradbury: Nürtingen-Geislingen University of Applied Sciences
Pascal Bruhn: Nürtingen-Geislingen University of Applied Sciences
Dietmar Ernst: Nürtingen-Geislingen University of Applied Sciences

Chapter Chapter 2 in Risk Management in Banks and Insurance Companies, 2024, pp 5-92 from Springer

Abstract: Abstract 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.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-42836-4_2

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DOI: 10.1007/978-3-031-42836-4_2

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