price of risk

price of risk
фин. цена риска, премия за риск
а) (денежная сумма, выплачиваемая лицом, передающим риск, лицу, принимающему риск; один из вариантов меры риска)
Syn:
See:
б) (уровень дополнительной доходности, необходимый для компенсации инвестору дополнительной величины риска, связанной с данным инвестиционным инструментом)
Syn:
See:

Англо-русский экономический словарь.

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Смотреть что такое "price of risk" в других словарях:

  • Market price of risk — A measure of the extra return, or risk premium, that investors demand to bear risk. The reward to risk ratio of the market portfolio. The New York Times Financial Glossary …   Financial and business terms

  • market price of risk — A measure of the extra return, or risk premium, that investors demand to bear risk. The reward to risk ratio of the market portfolio. Bloomberg Financial Dictionary …   Financial and business terms

  • Equilibrium market price of risk — The slope of the capital market line ( CML). Since the CML represents the return offered to compensate for a perceived level of risk, each point on the line is a balanced market condition, or equilibrium. The slope of the line determines the… …   Financial and business terms

  • equilibrium market price of risk — The slope of the capital market line ( CML). Since the CML represents the expected return offered to compensate for a perceived level of risk, each point on the line is a balanced market condition, or equilibrium. The slope of the line determines …   Financial and business terms

  • 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

  • risk — (1) Noun The possibility of loss. (2) Noun The uncertainty of whether events, expected or otherwise, will have an adverse impact. In this context, the adverse impact is usually a quantity of return ( income) or value at risk. (3) Noun the… …   Financial and business terms

  • Risk — Typically defined as the standard deviation of the return on total investment. Degree of uncertainty of return on an asset. The New York Times Financial Glossary * * * ▪ I. risk risk 1 [rɪsk] noun 1. [countable, uncountable] the possibility that… …   Financial and business terms

  • Risk — takers redirects here. For the Canadian television program, see Risk Takers. For other uses, see Risk (disambiguation). Risk is the potential that a chosen action or activity (including the choice of inaction) will lead to a loss (an undesirable… …   Wikipedia

  • Risk arbitrage — Risk arbitrage, or merger arbitrage, is an investment or trading strategy often associated with hedge funds. Two principal types of merger are possible: a cash merger, and a stock merger. In a cash merger, an acquirer proposes to purchase the… …   Wikipedia

  • Risk-based pricing — is a methodology adopted by many lenders in the mortgage and financial services industries. The interest rate on a loan is determined not only by the time value of money, but also by the lender s estimate of the probability that the borrower will …   Wikipedia

  • Risk equalization — is a way of equalizing the risk profiles of insurance members in order to reduce premium differences to some predetermined extent.In competitive markets for individual health insurance, risk rated premiums are observed to differ across subgroups… …   Wikipedia


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