Quantitative Risk Management: Risk Measures

In course

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Description

This lecture covers risk measures used for determining risk capital, capital adequacy, and as a management tool. It introduces common examples like VaR and ES, along with methods for computing them in a market risk context.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_1uflcdi8

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Business

Business administration: Risk management

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