Exchange Currency

marginal risk

The risk assumed by the issuer of a foreign exchange contract or debt in the event that the investor goes into default. It is the risk of the marginal, or final, dollar of a transaction or asset going into default.

Related information about marginal risk:
  1. What is marginal risk? definition and meaning
    Definition of marginal risk: The risk assumed by the issuer of a foreign exchange contract or debt in the event that the investor goes into default. It is the risk of the ...
     
  2. Portfolio selection with marginal risk control - Risk.net
    Sep 19, 2010 ... Marginal risk that represents the risk contribution of an individual asset is an important criterion in portfolio selection and risk management.
     
  3. ETF Prophet | Risk Decomposition: Marginal vs Risk Contributions
    Jul 12, 2012 ... In English, the marginal risk contribution (MRC) of asset A (lets call this “a”) ... The marginal risk contribution can more intuitively be expressed ...
     
  4. Generalized Marginal Risk - Munich Personal RePEc Archive
    Sep 11, 2009 ... This paper proposes an extension of the traditional marginal risk ... marginal risk, addresses situations where the change in a position results in ...
     
  5. Measuring Marginal Risk Contributions in Credit Portfolios
    Measuring Marginal Risk Contributions in Credit Portfolios. by Paul Glasserman of Columbia Business School. Winter 2005/06. Abstract: We consider the ...
     
  6. Y - International Actuarial Association
    from a business decision to the marginal risk imposed. Allocation ... marginal risk to each business unit, i.e., when the marginal impacts add up to the total risk ...
     
  7. UNDERSTANDING RISK – ESTIMATING THE CONTRIBUTION TO ...
    marginal risk measure can be used in the optimal utilization of a risk budget. 3. DEFINITION .... is a 1xN matrix measuring the marginal risk per unit of deviation.
     
  8. Value at Risk, Expected Shortfall, and Marginal Risk Contribution
    tice, marginal risk contributions are often deduced from the contribution of the ... we want to get is a general formula for marginal risk contributions which does ...