volatility risk
risk of a change of price of a portfolio as a result of changes in the volatility of a risk factor
en-GB/vɒlətɪlɪtiː ˈɹɪsk/
en-US/ˌvɑləˈtɪləti ˈɹɪsk/
risk of a change of price of a portfolio as a result of changes in the volatility of a risk factor