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In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve. The purpose of this reserve is to make the risks taken by financial institutions, such as banks and insurance companies, acceptable to the regulator. In recent years attention has turned towards convex and coherent risk measurement.

Attributes	Values
rdf:type	Thing
rdfs:label	Risikomaß (de) Risk measure (en) Miara ryzyka (pl) Мера риска (ru)
rdfs:comment	Das Risikomaß (englisch risk measure) ist in der Wirtschaftswissenschaft ein Sammelbegriff für statistische Maße, mit denen es möglich ist, die Ungewissheit eines Ereignisses quantitativ zu beschreiben. Beispielsweise kann so die (Gesamt)-Risikoposition eines Unternehmens erfasst werden. (de) In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve. The purpose of this reserve is to make the risks taken by financial institutions, such as banks and insurance companies, acceptable to the regulator. In recent years attention has turned towards convex and coherent risk measurement. (en) Miara ryzyka – funkcja, która pozycji finansowej o niepewnej wartości przyszłej przypisuje współczynnik ryzyka, wyrażany przez liczbę rzeczywistą. Ryzyko rozumie się tu jako wysokość rezerw, jakie należy zgromadzić aby zabezpieczyć swoją pozycję. (pl) Мера риска — это функция, которая позволяет получить оценку финансового риска для некоторого портфеля активов в количественном выражении (чаще всего денежном). Мера риска используется для того, чтобы определить размер резервного капитала необходимого для удовлетворения требований . (ru)
dcterms:subject	Actuarial science Financial risk modeling
Wikipage page ID	12498127 (xsd:integer)
Wikipage revision ID	1102764648 (xsd:integer)
Link from a Wikipage to another Wikipage	Entropic risk measure Walter de Gruyter RiskMetrics Variance Deviation risk measure Downside risk Dynamic risk measure Standard deviation John Wiley & Sons Actuarial science McGraw-Hill Entropic value at risk Lp space Tail conditional expectation Spectral risk measure Superhedging price Distortion risk measure Drawdown (economics) Risk return ratio Currency Financial institutions Acceptance set Financial risk modeling Bijection Coherent risk measure Transaction cost Solvency cone Asset Society for Industrial and Applied Mathematics Risk management Value at risk Expected shortfall Managerial risk accounting Risk metric Financial mathematics Regulator (economics) Conditional value-at-risk dbr:Superposed_risk_measures dbr:Expectile
sameAs	Risk measure Risk measure Risk measure Risk measure Risk measure Risk measure
dbp:wikiPageUsesTemplate	dbt:Authority_control dbt:Cite_book dbt:Distinguish dbt:Reflist
has abstract	Das Risikomaß (englisch risk measure) ist in der Wirtschaftswissenschaft ein Sammelbegriff für statistische Maße, mit denen es möglich ist, die Ungewissheit eines Ereignisses quantitativ zu beschreiben. Beispielsweise kann so die (Gesamt)-Risikoposition eines Unternehmens erfasst werden. (de) In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve. The purpose of this reserve is to make the risks taken by financial institutions, such as banks and insurance companies, acceptable to the regulator. In recent years attention has turned towards convex and coherent risk measurement. (en) Miara ryzyka – funkcja, która pozycji finansowej o niepewnej wartości przyszłej przypisuje współczynnik ryzyka, wyrażany przez liczbę rzeczywistą. Ryzyko rozumie się tu jako wysokość rezerw, jakie należy zgromadzić aby zabezpieczyć swoją pozycję. (pl) Мера риска — это функция, которая позволяет получить оценку финансового риска для некоторого портфеля активов в количественном выражении (чаще всего денежном). Мера риска используется для того, чтобы определить размер резервного капитала необходимого для удовлетворения требований . (ru)
prov:wasDerivedFrom	wikipedia-en:Risk_measure?oldid=1102764648&ns=0
page length (characters) of wiki page	8154 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Risk_measure
is Link from a Wikipage to another Wikipage of	Entropic risk measure List of financial performance measures Peng Shige RiskMetrics Deviation risk measure Downside risk Dynamic risk measure Elyès Jouini Esscher principle Entropic value at risk Franz Alt (mathematician) Modigliani risk-adjusted performance Fundamental Review of the Trading Book Time at risk Spectral risk measure Age at risk Distortion risk measure Drawdown (economics) G-expectation Financial risk management Outline of finance Discounted maximum loss History of microeconomics Acceptance set Coherent risk measure Financial risk Time consistency (finance) Michael Li Rama Cont Utility Value at risk

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