Quantitative Risk Management: Tools and Examples

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Related lectures (32)

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Risk Analysis Methods: Failure Mode Analysis

Explores the Failure Mode Analysis method, emphasizing the importance of identifying potential failures and its widespread use in various industries.

Bank Balance Sheets & Interest Rate Risk

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

Asset Pricing Puzzles: Understanding Risk and Utility Models

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

Quantitative Risk Management: VaR and ES

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

Risk Resilience: Introduction to Resilience Engineering

Introduces the concept of risk resilience and the principles of Resilience Engineering, emphasizing the importance of proactive risk management strategies.

Principles of Finance: Risk and Return

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

Aggregate Risk: Coherent Risk Measures

Explores the importance of aggregate risk and coherent risk measures, including their interpretation and implications.

Quantitative Risk Management: Volatility Modeling

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

Resilience Engineering: Managing Risks and Building Systems

Covers resilience engineering, risk anticipation, analysis grids, management regimes, emerging risks, and SWOT analysis in risk management.

Risk Measures: VaR and ES

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