risk measurement unit

risk measurement unit ( RMU)
A defined quantity or unit of risk. Quantities of risk may be defined for the purposes of setting risk exposure limits or for the purposes of allocating capital to measure risk-adjusted returns on capital. RMUs are often defined in terms of the amount of change or volatility that is equal to one standard deviation of the volatility. American Banker Glossary

Financial and business terms. 2012.

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