Risk Exposures

Michel Crouhy; Dan Galai; Robert Mark

doi:10.1002/9780470061602.eqf15001

Risk Exposures

Michel Crouhy
, Dan Galai
, Robert Mark

BA Business Department

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

1 Scopus citations

Abstract

Risk factors can be broadly grouped together into the following categories: market risk, credit risk, liquidity risk, operational risk, legal and regulatory risk, business risk, strategic risk, and reputation risk. These categories can then be further decomposed into more specific categories. This article reviews the definitions of the various risk categories and their main drivers.

Original language	English
Title of host publication	Encyclopedia of Quantitative Finance
Publisher	wiley
Pages	1-5
Number of pages	5
ISBN (Electronic)	9780470061602
ISBN (Print)	9780470057568
DOIs	https://doi.org/10.1002/9780470061602.eqf15001
State	Published - 1 Jan 2010

Bibliographical note

Publisher Copyright:
© 2010 John Wiley & Sons, Ltd. All rights reserved.

Keywords

business risk
credit risk
legal and regulatory risk
liquidity risk
market risk
operational risk
reputation risk
strategic risk

Access to Document

10.1002/9780470061602.eqf15001

Cite this

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KW - reputation risk

KW - strategic risk

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Risk Exposures

Abstract

Bibliographical note

Keywords

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