Quantitative Risk Management: Basics and Models

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Related lectures (32)

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Risk Perception: Understanding Society's Perception of Risk

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

Portfolio Optimization: Risk and Return

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

Principles of Finance: CAPM and Portfolio Management

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

Introduction to Finance: Risk and Return in Portfolios

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

Quantitative Risk Management: Risk Measures

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

Asset Pricing Puzzles: Understanding Risk and Utility Models

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

Bank Balance Sheets & Interest Rate Risk

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

Risk Measures: VaR and ES

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

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.