Explores the deposit contract structure and liquidity risk management in financial intermediation, emphasizing the importance of mitigating risks and ensuring liquidity.
Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.
Explores the nature of financial crises, their predictability, and historical examples, emphasizing lessons learned from the global financial crisis of 2007-2009.
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
