Since 2014
Risk Factors in Derivatives Markets
Entrepreneurial Business and Economics Review
View Archive Info| Field | Value | |
| Title |
Risk Factors in Derivatives Markets
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| Creator |
Martinkutė-Kaulienė, Raimonda; Vilnius Gediminas Technical University
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| Subject |
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risk; factor; derivative security; option contract; forward; future contract; swap G10, G23 |
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| 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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| Publisher |
Cracow University of Economics
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| Contributor |
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| Date |
2015-02-26
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article — |
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| Format |
application/pdf
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| Identifier |
http://www.eber.uek.krakow.pl/index.php/eber/article/view/62
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| Source |
Entrepreneurial Business and Economics Review; Vol 2, No 4 (2014): New Developments in International Business and Economics in CEEs; 71-83
2353-8821 2353-883X |
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| Language |
eng
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| Relation |
http://www.eber.uek.krakow.pl/index.php/eber/article/view/62/pdf_5
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| Coverage |
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| Rights |
Authors who publish with this journal agree to the following terms:Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a CC BY-NC-ND licence that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.Authors are asked to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access). We advise to use any of the following reserach society portals:ResearchGateSSRNAcademia.eduSelected WorksAcademic Search
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