One-yearMarketRiskGains/LossDistribution (Figure23.3,page496)GainLoSSRiskManagementandFinancialInstitutions3e,Chapter23,CopyrightJohnC.Hull20126
Risk Management and Financial Institutions 3e, Chapter 23, Copyright © John C. Hull 2012 One-year Market Risk Gains/Loss Distribution (Figure 23.3, page 496) 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 -6 -4 -2 0 2 4 6 Gain Loss 6
One-yearCreditRiskLossDistribution (Figure23.4, page 496)LoSSRiskManagementandFinancialInstitutions3e,Chapter23,CopyrightJohnC.Hull20127
Risk Management and Financial Institutions 3e, Chapter 23, Copyright © John C. Hull 2012 One-year Credit Risk Loss Distribution (Figure 23.4, page 496) 0 0.1 0.2 0.3 0.4 0.5 0.6 0 5 10 15 Loss 20 7
OneYearOperationalRiskLossDistribution (Figure23.5,page 496)LoSSRiskManagementandFinancialInstitutions3e,Chapter23,CopyrightJohnC.Hull20128
Risk Management and Financial Institutions 3e, Chapter 23, Copyright © John C. Hull 2012 One Year Operational Risk Loss Distribution (Figure 23.5, page 496) Loss 8