期刊:Encyclopedia of Quantitative Finance日期:2010-02-26被引量:19
标识
DOI:10.1002/9780470061602.eqf15001
摘要
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.