Downside risk is the third measure of risk used in this paper.
To cope with
downside risks, the government is pinning its hopes on an 11 trillion won supplementary budget, which passed the National Assembly on Thursday.
The retailer's risk aversion is transformed to a
downside risk constraint presented in this part.
A proposta de Estrada (2000) e mostrar que as medidas de
downside risk sao adequadas para mercados emergentes e podem ser compostas com qualquer referencial de retorno disponivel no mercado da seguinte forma:
Forsey describes the Pension Research Institute model designed to estimate
downside risk by providing some measurements based on the MAR.
A Bank of Japan official said Friday there are
downside risks to the Japanese economy.
It is understandable that business experts would expect firms with international investments to have less
downside risk, Leiblein says.
The investor gives up dividends and changes in value on the appreciated stock for the dividends, upside potential and
downside risk of another portfolio.
In his paper, "Bank Regulation, Risk Management, and Financial Stability," Alexander studies the effectiveness of Value-at-Risk and Stress Testing in controlling
downside risk for banks' trading books, which involve interest rate related instruments and equities such as government securities, corporate bonds, and common stocks.
The credit outlook for most euro area countries is stable, balancing the moderate economic recovery under way, which is supported by lower commodity prices and the impact of quantitative easing by the European Central Bank (ECB), with a range of
downside risks, Moody's Investors Service says in a new report today.
Governor Stephen Poloz said that the central bank was concerned about low inflation, even though upside and
downside risks are balanced.
Areas of
downside risk for banks are their exposures to the UK commercial real-estate market and retail and corporate loan exposures in the European peripheral countries," it said.
