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Quantitative Finance · Glossaire

Qu'est-ce que « Key risk indicator » ?

Definition 13.7 The Desk and the Firm · Chapitre 13 — Operations

A key risk indicator is a metric that is monitored against thresholds because it moves before losses do: for operations, the number of breaks older than a day, the fail rate, the share of trades affirmed on the trade date, the number of disputed calls.

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