| 词条 | Risk metric |
| 释义 |
In the context of risk measurement, a risk metric is the concept quantified by a risk measure. When choosing a risk metric, an agent is picking an aspect of perceived risk to investigate, such as volatility or probability of default.[1] Risk measure and risk metricIn a general sense, a measure is a procedure for quantifying something. A metric is that which is being quantified.[2] In other words, the method or formula to calculate a risk metric is called a risk measure. For example, in finance, the volatility of a stock might be calculated in any one of the three following ways:
These are three distinct risk measures. Each could be used to measure the single risk metric volatility. Examples
See also
References1. ^{{cite journal|last=Holton|first=Glyn A.|year=2004|title=Defining risk|journal=Financial Analysts Journal|volume=60|issue=6|pages=19–25|url=http://www.riskexpertise.com/papers/risk.pdf|format=pdf|accessdate=March 11, 2012|doi=10.2469/faj.v60.n6.2669}} {{Finance stub}}2. ^{{cite web|author=Holton, Glyn A. |year=2002|title=Risk Measure and Risk Metric|url=http://www.riskglossary.com/link/risk_metric_and_risk_measure.htm|accessdate=March 11, 2012}} 2 : Risk analysis|Financial risk |
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