Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.
Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.
Introduces the concept of risk resilience and the principles of Resilience Engineering, emphasizing the importance of proactive risk management strategies.
