Difference between revisions of "Event Risk"

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Revision as of 18:51, 14 January 2020

Definition

Event Risk denotes the potential of adverse Risk realizations that are concentrated in time (materialize within a short time period as a concrete Event). It is a term used broadly and in unrelated contexts.

Risk Types

The following Risk Types are examples of event risks:

  • Certain types of Operational Risk
  • Certain types of Credit Risk (when refering to major entities)
  • Certain types of Insurance Risk (physical event risk)
  • Corporate Event Risk in the context of Market Risk
  • Jump Risk in the context of Market Risk

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