Financial risk

Related lectures (32)

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Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Covers statistical tools for financial risk modeling, history of risk management, and Basel Accords.

Covers Value at Risk (VaR) and Expected Shortfall (ES) in risk management, including backtesting and multivariate distributions.

Covers risk measures used in determining risk capital and insurance premiums.

Covers accident theories, risk modeling, and risk evaluation in risk management.

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Discusses liquidity risk, deposit contracts, and their implications for banking stability.

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Covers loan sales, securitization, risks associated with loans, and the process of moving risks off-balance-sheet.

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.