23 relations: Bankers Trust, Basel Committee on Banking Supervision, Basel III, Capital requirement, Capital structure, Credit risk, Dodd–Frank Wall Street Reform and Consumer Protection Act, Economic capital, Economic value added, Enterprise risk management, Financial crisis of 2007–2008, Financial risk management, Market risk, Omega ratio, Operational risk, Profit (accounting), Risk, Risk return ratio, Risk-free interest rate, Risk–return spectrum, Sharpe ratio, Sortino ratio, Value at risk.
Bankers Trust was a historic American banking organization.
The Basel Committee on Banking Supervision (BCBS) is a committee of banking supervisory authorities that was established by the central bank governors of the Group of Ten countries in 1974.
Basel III (or the Third Basel Accord or Basel Standards) is a global, voluntary regulatory framework on bank capital adequacy, stress testing, and market liquidity risk.
Capital requirement (also known as regulatory capital or capital adequacy) is the amount of capital a bank or other financial institution has to hold as required by its financial regulator.
In finance, particularly corporate finance capital structure is the way a corporation finances its assets through some combination of equity, debt, or hybrid securities.
A credit risk is the risk of default on a debt that may arise from a borrower failing to make required payments.
The Dodd–Frank Wall Street Reform and Consumer Protection Act (commonly referred to as Dodd–Frank) was signed into United States federal law by US President Barack Obama on July 21, 2010.
In finance, mainly for financial services firms, economic capital is the amount of risk capital, assessed on a realistic basis, which a firm requires to cover the risks that it is running or collecting as a going concern, such as market risk, credit risk, legal risk, and operational risk.
In corporate finance, economic value added (EVA) is an estimate of a firm's economic profit, or the value created in excess of the required return of the company's shareholders.
Enterprise risk management (ERM) in business includes the methods and processes used by organizations to manage risks and seize opportunities related to the achievement of their objectives.
The financial crisis of 2007–2008, also known as the global financial crisis and the 2008 financial crisis, is considered by many economists to have been the worst financial crisis since the Great Depression of the 1930s.
Financial risk management is the practice of economic value in a firm by using financial instruments to manage exposure to risk: operational risk, credit risk and market risk, foreign exchange risk, shape risk, volatility risk, liquidity risk, inflation risk, business risk, legal risk, reputational risk, sector risk etc.
Market risk is the risk of losses in positions arising from movements in market prices.
The Omega ratio is a risk-return performance measure of an investment asset, portfolio, or strategy.
Operational risk is "the risk of a change in value caused by the fact that actual losses, incurred for inadequate or failed internal processes, people and systems, or from external events (including legal risk), differ from the expected losses".
Profit, in accounting, is an income distributed to the owner in a profitable market production process (business).
Risk is the potential of gaining or losing something of value.
The risk-return-ratio is a measure of return in terms of risk for a specific time period.
The risk-free interest rate is the rate of return of a hypothetical investment with no risk of financial loss, over a given period of time.
The risk–return spectrum (also called the risk–return tradeoff or risk–reward) is the relationship between the amount of return gained on an investment and the amount of risk undertaken in that investment.
In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance of an investment by adjusting for its risk.
The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy.
Value at risk (VaR) is a measure of the risk of loss for investments.