Riskimõõdikud

Riskimõõdikud, or risk metrics, are quantitative measures used to evaluate and manage the potential for financial loss or other adverse outcomes. These metrics are essential tools in risk management, helping organizations assess and mitigate various types of risks, such as market risk, credit risk, and operational risk. Some common risk metrics include:

Value at Risk (VaR): This metric estimates the maximum potential loss in the value of a portfolio or investment over a defined period, given a specified confidence interval. For example, a 95% 1-day VaR of $1 million indicates that there is a 5% chance of losing more than $1 million in a single day.

Conditional Value at Risk (CVaR): Also known as Expected Shortfall, CVaR measures the expected loss given that the VaR threshold has been breached. It provides a more detailed view of potential losses beyond the initial VaR estimate.

Sharpe Ratio: This metric calculates the risk-adjusted return of an investment by dividing the excess return over the risk-free rate by the standard deviation of the return. A higher Sharpe Ratio indicates better risk-adjusted performance.

Stress Testing: This involves subjecting a financial institution or portfolio to extreme but plausible scenarios to assess its ability to withstand significant shocks. Stress tests help identify vulnerabilities and potential failures under adverse conditions.

Risk metrics are typically used by financial institutions, investment managers, and other organizations to make informed decisions, allocate resources effectively, and ensure compliance with regulatory requirements. Regular monitoring and updating of these metrics are crucial for maintaining a robust risk management framework.