Англо-русский экономический словарь.
risk asset ratio — /ˌrɪsk ˌæset reɪʃiəυ/ noun a proportion of a bank’s capital which is in risk assets … Dictionary of banking and finance
Risk management — For non business risks, see risk, and the disambiguation page risk analysis Example of risk management: A NASA model showing areas at high risk from impact for the International Space Station. Risk management is the identification, assessment,… … Wikipedia
Risk-neutral measure — In mathematical finance, a risk neutral measure, is a prototypical case of an equivalent martingale measure. It is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a… … Wikipedia
Capital adequacy ratio — (CAR), also called Capital to Risk (Weighted) Assets Ratio (CRAR), is a ratio of a bank s capital to its risk. National regulators track a bank s CAR to ensure that it can absorb a reasonable amount of loss [Cite web |… … Wikipedia
Sharpe ratio — The Sharpe ratio or Sharpe index or Sharpe measure or reward to variability ratio is a measure of the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk (and is a… … Wikipedia
Debt ratio — is a financial ratio that indicates the percentage of a company s assets that are provided via debt. It is the ratio of total debt (the sum of current liabilities and long term liabilities) and total assets (the sum of current assets, fixed… … Wikipedia
Operational risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
Currency risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
Capital Adequacy Ratio - CAR — A measure of a bank s capital. It is expressed as a percentage of a bank s risk weighted credit exposures. Also known as Capital to Risk Weighted Assets Ratio (CRAR). This ratio is used to protect depositors and promote the stability and… … Investment dictionary
Solvency Ratio Directive — 1989 legislation setting down legally binding requirements for banks in terms of their risk assets … Glossary of the European Union and European Communities
Financial ratio — Corporate finance … Wikipedia
