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volatility risk
Volatility risk is the risk of a change of price of a portfolio as a result of changes in the volatility of a risk factor. It usually applies to portfolios of derivatives instruments, where the volatility of its underlyings is a major influencer of prices.
==Sensitivity to Volatility==
A measure for the sensitivity of a price of a portfolio (or asset) to changes in volatility is vega, the rate of change of the value of the portfolio with respect to the volatility of the underlying asset.〔Hull, Options, Futures and Other Derivatives, Sixth Edition, p360〕
抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』
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