Risk and Diversification

Related lectures (32)

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

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

Delves into society's perception of risk, risk estimation, residual risk, and safety culture.

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

Explores the definition, characterization, and governance of emerging risks in complex systems.

Explores the Failure Mode Analysis method, emphasizing the importance of identifying potential failures and its widespread use in various industries.

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

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

Explores utility functions and risk management in asset pricing under uncertainty.

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

Explores stock valuation, risk-return relationship, and portfolio returns based on weights.

Explains risk premium calculation in Excel using continuation prices and discounted cash flows.

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