(finance) The risk associated with an asset that is correlated with the risk of asset markets generally, often measured as its beta.

(finance, banking) A widely used measure of the risk of loss on a specific portfolio of financial assets. For a given portfolio, probability and time horizon, VaR is a threshold value such that the probability that the mark-to-market loss on the portfolio over the given time horizon exceeds this value (assuming normal markets and no trading) is the given probability level.

The systematic use of graphics (such as interactive charts, visual metaphors and mapping techniques) to augment the quality of risk communication along the entire risk management cycle.

The amount of risk that an investor or other entity is willing to accept in pursuit of a return.

(law, uncountable) The possibility that a person under the custody of law enforcement will abscond if granted bail. / (law, countable) A person who is considered likely to abscond.

(finance) The risk that the value of an investment will decrease due to moves in market factors. / (finance) Systematic risk.

(finance) The risk of loss due to a debtor's non-payment or delayed payment of a financial obligation, such as an account payable, a loan or other line of credit.

Free from or devoid of risk; safe.

superlative form of high-risk: most high-risk

comparative form of high-risk: more high-risk