# Correlation risk, general (general wrong-way risk)

- Canonical URL: https://www.gerhardmerk.de/correlation-risk-general-general-wrong-way-risk
- Post ID: 590899
- Modified: 2023-07-25T21:00:41+00:00
- Language: en

## Definition

Risk that exists when there is a high correlation between - counterparty default probability and - general market risk. - See group of connected customers, counterparty risk, concentration risk, risk, systematic, risk models, stress test. Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec. Professor Dr. Eckehard Krah, Dipl.rer.pol. E-mail address: info@ekrah.com https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk https://www.jung-stilling-gesellschaft.de/merk/ https://www.gerhardmerk.de/

## Machine-readable

- Generator: Merk Knowledge 1.1.1