Risk Factors in Derivatives Markets
The objective of the article is to analyse and present the classification of risks actual to derivative securities. The analysis is based on classical and modern literature findings and analysis of newest statistical data. The analysis led to the conclusion, that the main risks typical for derivati...
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| Format: | Article |
| Language: | English |
| Published: |
Cracow University of Economics
2015-02-01
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| Series: | Entrepreneurial Business and Economics Review |
| Subjects: | |
| Online Access: | https://eber.uek.krakow.pl/eber/article/view/62 |
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| _version_ | 1850252616320155648 |
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| author | Raimonda Martinkutė-Kaulienė |
| author_facet | Raimonda Martinkutė-Kaulienė |
| author_sort | Raimonda Martinkutė-Kaulienė |
| collection | DOAJ |
| description | The objective of the article is to analyse and present the classification of risks actual to derivative securities. The analysis is based on classical and modern literature findings and analysis of newest statistical data. The analysis led to the conclusion, that the main risks typical for derivatives contracts and their traders are market risk, liquidity risk, credit and counterparty risk, legal risk and transactions risk. Pricing risk and systemic risk is also quite important. The analysis showed that market risk is the most important kind of risk that in many situations influences the level of remaining risks.
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| format | Article |
| id | doaj-art-491e5a9d06cc48b194aa143a86e7d074 |
| institution | OA Journals |
| issn | 2353-8821 |
| language | English |
| publishDate | 2015-02-01 |
| publisher | Cracow University of Economics |
| record_format | Article |
| series | Entrepreneurial Business and Economics Review |
| spelling | doaj-art-491e5a9d06cc48b194aa143a86e7d0742025-08-20T01:57:35ZengCracow University of EconomicsEntrepreneurial Business and Economics Review2353-88212015-02-0124Risk Factors in Derivatives MarketsRaimonda Martinkutė-Kaulienė0Vilnius Gediminas Technical UniversityThe objective of the article is to analyse and present the classification of risks actual to derivative securities. The analysis is based on classical and modern literature findings and analysis of newest statistical data. The analysis led to the conclusion, that the main risks typical for derivatives contracts and their traders are market risk, liquidity risk, credit and counterparty risk, legal risk and transactions risk. Pricing risk and systemic risk is also quite important. The analysis showed that market risk is the most important kind of risk that in many situations influences the level of remaining risks. https://eber.uek.krakow.pl/eber/article/view/62riskfactorderivative securityoption contractforwardfuture contract |
| spellingShingle | Raimonda Martinkutė-Kaulienė Risk Factors in Derivatives Markets Entrepreneurial Business and Economics Review risk factor derivative security option contract forward future contract |
| title | Risk Factors in Derivatives Markets |
| title_full | Risk Factors in Derivatives Markets |
| title_fullStr | Risk Factors in Derivatives Markets |
| title_full_unstemmed | Risk Factors in Derivatives Markets |
| title_short | Risk Factors in Derivatives Markets |
| title_sort | risk factors in derivatives markets |
| topic | risk factor derivative security option contract forward future contract |
| url | https://eber.uek.krakow.pl/eber/article/view/62 |
| work_keys_str_mv | AT raimondamartinkutekauliene riskfactorsinderivativesmarkets |