Quantitative Risk Management: Basics and Applications

Related lectures (32)

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

Explores Value-at-Risk and Expected Shortfall as key risk measures in financial risk management.

Delves into society's perception of risk, risk estimation, residual risk, and safety culture.

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

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

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

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

Explores risk analysis in project management, covering identification, prevention, quantification, and lean management.

Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.