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In order to risk measurement, they applied five criteria of the difference of the sales proposed price, bankruptcy risk, systematic risk, unsystematic risk and the sum of risk.
Unsystematic risk is one that arises from specific nature of company, including structure of main investors' investment product type etc.
In general, mortality risk can be divided into different subcategories, among them unsystematic risk, adverse selection, and systematic risk.
There are no reasons why an investor should receive a better or worse return from investing into an Islamic fund which is a function of systematic risk, unsystematic risk and capability of the fund manager," he said.
On the other hand, unsystematic risk involves any event that affects a specific investment.
Theory of CAPM suggests that firm-specific risk is irrelevant because the negative covariance between assets' returns cancel out unsystematic risk of the assets when sufficiently large numbers of assets are included in a portfolio.
The denominator, meanwhile, measures the amount of unsystematic risk the investors are exposed to because of the fund manager's active portfolio management efforts in pursuit of those excess returns (Reilly & Brown, 2009).
They compare systematic risk factors with the event probability of sovereign, country-specific risk, that is, unsystematic risk.
Because Beta compares individual risk to market risk, individual risk can be further subdivided into unsystematic risk (106) and systematic risk.
We accomplish this by decomposing security risk around deregulation into systematic and unsystematic risk.
Any premiums for size or unsystematic risk applied on top of the factors discussed above will be developed based on the valuator's subjective interpretation.
When two securities are perfectly negatively correlated, all unsystematic risk can be diversified away, but since co-movement is not perfectly correlated, there is an opportunity for risk reduction.