Author: Yevgeny V. Strelnikov, Cand. Sc. (Econ.), Associate Prof. of Financial Markets and Banking Dept., Ural State University of Economics

Abstract. Market risk is seen as a risk of a certain financial state emerging due to changes in market factors, namely fluctuations in interest rates and volatile movements of foreign capital in the market. These factors can influence the price of the stock market instruments and, in particular, cause abrupt changes in share price. The article discusses the problems of determining and diagnosing market risk which can be associated with the factors exerting impact on decision-making of some groups of the financial market participants. In turn, these groups can be divided into components.

Keywords: risk, market risk, definition of market risk, measuring methods