Compatibility of market risk measures

Bibliographic Data

ID13023535
AuthorsGrzegorz Mentel (0000-0002-6371-1219, Rzeszów University of Technology, corresponding author), Jacek Brożyna (0000-0001-5632-7262, Rzeszów University of Technology)
Year2015
Volume8
Issue2
Pages52-62
Publication date2015-11-10
Open AccessYes
TypeARTICLE
VenueJOURNAL OF INTERNATIONAL STUDIES (JOURNAL)
Journal identifiersISSN: 2071-8330 • E-ISSN: 2306-3483
PublisherCentre of Sociological Research, NGO (PUBLISHER)
DOI10.14254/2071-8330.2015/8-2/5
OpenAlexW2548970044
LanguageEN
Citations received2

An important element of everyday financial decisions is to assess the scale of the risk of investing in various financial products. Knowledge on the degree of risk of the activities undertaken in this field allows a certain predictability about the negative effects that may occur. This is of great importance in the context of aversion to risk, and thus a better allocation of resources. A multitude of market risk measures is substantial and in addition they provide information about the risk of investment considered in a different perspective and form. A very interesting issue is the scale compatibility of these measures. It is important whether such measures to the same extent define the scale of risk and whether any signals about the dangers overlap in time. The above considerations based on the value at risk and so-caled RiskGrade have become a contribution to the creation of this publication

Actuarial science · Business · Compatibility (geochemistry · Econometrics · Economics · Financial market · Financial risk · Financial risk management · Market risk · Multitude · Political science · Predictability · Risk analysis (engineering · Risk management · Economic and Technological Systems Analysis · Engineering · Leadership, Behavior, and Decision-Making Studies · Mathematics · Modeling, Simulation, and Optimization · Finance

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