Unsystematic risk - definição. O que é Unsystematic risk. Significado, conceito
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O que (quem) é Unsystematic risk - definição

VULNERABILITY TO SIGNIFICANT EVENTS WHICH AFFECT AGGREGATE OUTCOMES SUCH AS BROAD MARKET RETURNS, TOTAL ECONOMY-WIDE RESOURCE HOLDINGS, OR AGGREGATE INCOME
Aggregate risk; Unsystematic risk

Systematic risk         
In finance and economics, systematic risk (in economics often called aggregate risk or undiversifiable risk) is vulnerability to events which affect aggregate outcomes such as broad market returns, total economy-wide resource holdings, or aggregate income. In many contexts, events like earthquakes, epidemics and major weather catastrophes pose aggregate risks that affect not only the distribution but also the total amount of resources.
Specific risk         
FINANCIAL RISK THAT AFFECTS A VERY SMALL NUMBER OF ASSETS OR RESOURCES, SOMETIMES REFERRED TO AS "UNSYSTEMATIC RISK"
In finance, a specific risk is a risk that affects a very small number of assets. This is sometimes referred to as "unsystematic risk".
Risk equalization         
LEGAL TERM
Risk equalisation; Risk profiles
Risk equalization is a way of equalizing the risk profiles of insurance members to avoid loading premiums on the insured to some predetermined extent.

Wikipédia

Systematic risk

In finance and economics, systematic risk (in economics often called aggregate risk or undiversifiable risk) is vulnerability to events which affect aggregate outcomes such as broad market returns, total economy-wide resource holdings, or aggregate income. In many contexts, events like earthquakes, epidemics and major weather catastrophes pose aggregate risks that affect not only the distribution but also the total amount of resources. That is why it is also known as contingent risk, unplanned risk or risk events. If every possible outcome of a stochastic economic process is characterized by the same aggregate result (but potentially different distributional outcomes), the process then has no aggregate risk.