Lecture

Quantitative Risk Management: Risk Measures

Description

This lecture covers risk measures used in determining risk capital, capital adequacy, and insurance premiums. It discusses types of risk measures, including notional-amount approach, factor-sensitivity measures, and risk measures based on loss distributions. The lecture also explains scenario-based risk measures and common methods for computing risk measures in a market risk context.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.