Financial Risk Management: Concepts and Applications

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Related lectures (32)

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Quantitative Risk Management: Basics and Applications

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

Quantitative Risk Management

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

Principles of Finance: CAPM and Portfolio Management

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

Quantitative Risk Management: Risk Measures

Covers risk measures used for determining risk capital and capital adequacy.

Quantitative Risk Management: Risk Measures

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

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 Management: Quantitative Methods

Explores risk management concepts, including VaR, ES, and measurement methods.

Quantitative Risk Management: Tools and Examples

Explores quantitative risk management tools, Historical Value-At-Risk estimation challenges, CCAR scenarios, and fitting return processes.

Coherent Risk Measures: Spectral Approach

Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.

Principles of Finance: Risk and Return

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