Correlation risk

Correlation risk
Корреляционный риск - риск потерь в результате нарушений (разравов) в корреляции между финансовыми инструментами, продуктами, валютами или рынками.
. risk of loss resulting from breakdowns in observed correlations between instruments, products, currencies or markets . Словарь терминов по риск-медеджменту .

Англо-русский экономический словарь.

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  • Risk compensation — In ethology, risk compensation is an effect whereby individual people may tend to adjust their behavior in response to perceived changes in risk. It is seen as self evident that individuals will tend to behave in a more cautious manner if their… …   Wikipedia

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  • Risk Curve — A two dimensional plot of real or projected financial harm/risk (vertical axis) versus real or projected financial reward (horizontal axis). Generally speaking, the curve balloons when the underlying item offers greater returns and contracts when …   Investment dictionary


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