Financial risk modeling

Related lectures (32)

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

Explores the necessity of decarbonisation to combat global warming and the financial risks linked to fossil fuel investments.

Covers risk measures, VaR, ES computation, backtesting, and multivariate distributions for portfolio risk assessment.

Explores the benefits of loan restructuring for lenders and borrowers, illustrating how modifying loan terms can generate higher surplus.

Covers volatility modeling in quantitative risk management, including ARMA, ARCH, GARCH models, and forecasting.

Covers the basics of risk management, major accidents, and the uncertainties of the future in decision-making processes.

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

Explores energy consumption, CO2 emissions, innovations, global warming challenges, and financial risks of fossil fuel companies.

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

Explores risk measures, inference techniques, and statistical analysis of extreme values.