Next: Introducing market risk, Previous: Introduction, Up: Top [Contents][Index]
| • Risk management in practice: | Basics of risk management | |
| • Introducing market risk: | Basics of market risk | |
| • Market risk measures: | Fundamentals of market risk measures | |
| • Scenario generation: | Introduction to stochastic models and Monte-Carlo Simulation | |
| • Instrument valuation: | Valuation of financial instruments | |
| • Aggregation: | Aggregation of instrument data to fund level | |
| • Reporting: | Reporting market risk | |
| • Graphical user interface: | Graphical user interface explained |
This chapter gives a general introduction to market risk and how the market risk is captured by OCTARISK. Thereby the following convention is made: market movement means the movement around the mean value or, in other words, the possible deviation from the expected value as time passes. Stronger movement around the expected value means more risk and results in a higher standard deviation, the most important statistic parameter for capturing market risk.
| • Risk management in practice: | ||
| • Introducing market risk: | ||
| • Market risk measures: | ||
| • Scenario generation: | ||
| • Instrument valuation: | ||
| • Aggregation: | ||
| • Reporting: | ||
| • Graphical user interface: |
Next: Introducing market risk, Previous: Introduction, Up: Top [Contents][Index]