Riskimõõdikute

Riskimõõdikute, often translated as risk metrics or risk measures, are quantitative tools used to assess and manage financial and operational risks. These metrics provide a way to understand the potential for losses in various scenarios and to compare different risk exposures. They are essential for decision-making in finance, insurance, and many other industries where uncertainty is a factor.

Common risk metrics include Value at Risk (VaR), which estimates the maximum potential loss over a specific time period with a certain confidence level. Another widely used metric is Conditional Value at Risk (CVaR), also known as Expected Shortfall, which measures the expected loss given that the loss exceeds the VaR. Other metrics can focus on volatility, such as standard deviation, or specific types of risk like credit risk (e.g., Probability of Default) or market risk.

The choice of risk metric depends on the specific context, the type of risk being analyzed, and the goals of the organization. No single metric is perfect, and often a combination of metrics is used for a more comprehensive understanding of risk. These metrics are crucial for regulatory compliance, capital allocation, portfolio management, and setting risk limits. Their effective implementation requires accurate data, sound methodologies, and a clear understanding of their limitations.