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Wednesday, 20th August, 2008
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Market Risk

Market risk is exposure to the uncertain market value of a portfolio. It is the risk that the value of this portfolio may decline over a given period of time simply because of economic changes or other events that impact the market. The five standard market risk factors are:

  • Equity risk – the risk that stock prices will change;
  • Interest rate risk –the risk that interest rates will change;
  • Currency risk – the risk that foreign exchange rates will change;
  • Commodity risk – the risk that commodity prices (eg. Gas, metals) will change;
  • Credit risk – the risk that credit prices/spreads will change.
Market risk can be measured in a number of ways but the most common is to use a Value at Risk methodology which is a well established risk management technique.

Please click here to access further articles and resources related to market risk

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