Peaks-Over-Threshold Model: Implications and Estimation

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (31)

Page 2 of 4

Financial Risk Management: Concepts and Applications

Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.

Understanding Financial Intermediation: Course Overview and Key Concepts

Introduces the course on financial intermediation, focusing on the role and risks of financial intermediaries in the economy.

Quantitative Risk Management

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

Quantitative Risk Management: Basics and Models

Covers statistical tools, risk models, and challenges in quantitative risk management.

Bank Balance Sheets & Interest Rate Risk

Explores bank balance sheets, risks, and interest rate impact on performance metrics and risks faced by financial institutions.

Threshold Exceedances: Generalized Pareto Distribution

Explores threshold exceedances and the Generalized Pareto Distribution for modeling extreme data points above a specified level.

Quantitative Risk Management: Basics and Applications

Covers the basics of quantitative risk management, financial risk, loss distributions, and risk factor changes.

Financial Crises: Revisited & Predictable

Explores banking crises, responses, costs, predictability, aftermath, credit rating agencies, structured finance, and the 2007-2008 financial crisis.

Mortgage-Backed Securities: Understanding Their Structure and Risks

Covers the structure, risks, and historical context of US mortgage-backed securities, including agency and non-agency types.

Financial Intermediation: Course Introduction & Overview

Provides an overview of financial intermediaries, focusing on banks, their functions, risks, and regulatory aspects.