Riskimõõtme

Riskimõõtme, often translated as risk dimension or risk measure, refers to a quantitative method used to assess and express the level of risk associated with an investment, portfolio, or financial instrument. It provides a standardized way to understand and compare different risk exposures. Common examples of riskimõõtme include Value at Risk (VaR), which estimates the maximum potential loss over a specific time horizon with a given confidence level, and Expected Shortfall (ES), which calculates the expected loss given that the loss exceeds the VaR threshold. Other measures might involve volatility, standard deviation, or drawdown. The choice of riskimõõtme depends on the specific context, the type of risk being analyzed, and the desired level of detail. These metrics are crucial for risk management, portfolio optimization, and regulatory compliance, enabling financial institutions and investors to make informed decisions about capital allocation and risk mitigation strategies. Understanding the limitations and assumptions of each riskimõõtme is also vital for accurate risk assessment.