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Risk Metrics and Risk Measures

In: Enterprise Risk Management

Author

Listed:
  • Robert Rieg

    (Aalen University)

  • Ute Vanini

    (Kiel University of Applied Science)

  • Werner Gleißner

    (Future Value Group AG
    TUD Dresden University of Technology)

Abstract

Risk metrics are used to measure and evaluate risk. Risk metrics include spread, volatility, the coefficient of variation, the Sharpe ratio, risk-adjusted performance indicators, sensitivity analysis, value drivers, and at-risk metrics like cash flow at risk and earnings at risk. These metrics help organizations identify potential risks and develop strategies to mitigate them.

Suggested Citation

  • Robert Rieg & Ute Vanini & Werner Gleißner, 2025. "Risk Metrics and Risk Measures," Springer Texts in Business and Economics, in: Enterprise Risk Management, chapter 0, pages 109-121, Springer.
    • Handle: RePEc:spr:sptchp:978-3-031-86425-4_6
    DOI: 10.1007/978-3-031-86425-4_6
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