Contagion Risk
From Open Risk Manual
Revision as of 20:18, 13 March 2020 by Wiki admin (talk | contribs)
Definition
Contagion Risk (in financial risk management context) is the Risk that adverse events affecting one entity are quickly transmitted to other entities that are in some way related as part of broader network
Manifestations
- Sovereign Contagion
- Supply Chain Risk
- Loss of confidence and bank runs
- Credit Correlation