en

volatility

1

Terminological databases

EKI terminibaas Esterm

ID 708317 Last modified 30.12.2004
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Domain stock exchange & capital marketbanking systems & trust companies
  • kursikõikumiste määr; kursi keskmine lineaarhälve
  • väärtpaberi- või turutüübile omane kursikõikumiste määr; mõõdetakse variatsiooniarvudega, näit. keskmise hälbega
volatility
Usage examples
  • ... the institution must conduct, as part of its regular internal auditing process, an independent review of its risk-measurement system. This review must include both the activities of the business trading units and of the independent risk-control unit. At least once a year, the institution must conduct a review of its overall risk-management process. The review must consider ... the accuracy and completeness of position data, the accuracy and appropriateness of volatility and correlation assumptions, and the accuracy of valuation and risk sensitivity calculations ...
volatilité
volatilitäts

EKI terminibaas Esterm

ID 728197 Last modified 30.12.2004
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Domain Chemistry
lenduvus
volatility

Andmeanalüüsi ja statistika oskussõnastik

ID 487602 Last modified 13.09.2019
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