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FI: Risks in Banking
7 types of risks
Risks | Subsets | Risk Measurement |
---|---|---|
Credit Risk | Default Risk Exposure Risk Recovery Risk Migration Risk [changes in credit rating of obligors] | Credit Ratings |
Liquidity Risk | ||
Market/Price Risk | ||
Country Risk | ||
Foreign Exchange Risk | ||
Off Balance Sheet Risk | ||
Operational Risk | ||
Solvency Risk |