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Posts tagged as “Market Risk”

Calculating Expected Rate Of Return

The Expected Rate of Return (E(R)) is the average return an investor anticipates receiving on an investment, considering all possible returns and the probability of each return occurring. It's essentially a probability-weighted average of all potential outcomes

130-30 Strategy

The 130-30 Strategy is an investment methodology used by institutional investors, hedge funds, and asset managers, often referred to as a long-short equity strategy.

The Capital Asset Pricing Model (CAPM)

The Capital Asset Pricing Model (CAPM), developed in the 1960s by William Sharpe, John Lintner, and Jan Mossin, provides a framework to evaluate the expected return of an investment relative to its risk.

The MABA Matrix

MABA stands for Market Attractiveness-Business Assessment. The matrix typically uses a 3x3 grid (creating nine cells) to plot business units based on two key dimensions.

Off-Balance-Sheet Risk

Off-balance-sheet (OBS) risk refers to the potential for financial losses or liabilities arising from activities or transactions that do not appear directly on a company's balance sheet.

Market Making

Market making is a critical function in financial markets, acting as the lubricant that ensures smooth and efficient trading.