Risk Metrics and Risk Measures

Robert Rieg, Ute Vanini and Werner Gleißner
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Robert Rieg: Aalen University
Ute Vanini: Kiel University of Applied Science
Werner Gleißner: Future Value Group AG

Chapter Chapter 6 in Enterprise Risk Management, 2025, pp 109-121 from Springer

Abstract: Abstract Risk metrics are used to measure and evaluate risk. Risk metrics include spread, volatility, the coefficient of variation, the Sharpe ratio, risk-adjusted performance indicators, sensitivity analysis, value drivers, and at-risk metrics like cash flow at risk and earnings at risk. These metrics help organizations identify potential risks and develop strategies to mitigate them.

Keywords: Volatility; Coefficient of variation; Variance; At-risk metrics; Risk-adjusted return; Risk measures; Coefficient variation; Value at risk (VaR); Conditional value at risk (CVaR); Sharpe ratio; Risk-adjusted performance; Sensitivity analysis (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/978-3-031-86425-4_6

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