'Risk measure' diaporamas de présentation

ERM: Enterprise Risk Management

ERM: Enterprise Risk Management. David N. Ingram, CERA, FRM, PRM Senior Vice President, Willis Re. The agenda. Goal: a better understanding of the following: The objectives and benefits of ERM Some fundamental issues in measuring risk Choosing ERM Objectives

1.41k views • 113 slides

ERM: Enterprise Risk Management

ERM: Enterprise Risk Management. David N. Ingram, CERA, FRM, PRM Senior Vice President, Willis Re. The agenda. Goal: a better understanding of the following: The objectives and benefits of ERM Some fundamental issues in measuring risk Choosing ERM Objectives

1.36k views • 113 slides

Incorporating Stochastic Dominance and Progressive CVaR Levels in Portfolio Models

LQG Investment Technology Day. Incorporating Stochastic Dominance and Progressive CVaR Levels in Portfolio Models. Gautam Mitra Co-authors: Diana Roman Csaba Fabian Victor Zviarovich. Outline. The problem of portfolio construction Models of Choice Second order stochastic dominance

613 views • 53 slides

Noisy Portfolios

580 views • 51 slides

An Introduction to Asset Pricing Models

Chapter 9. An Introduction to Asset Pricing Models. Innovative Financial Instruments. Dr. A. DeMaskey. Capital Market Theory: An Overview. Capital market theory extends portfolio theory and develops a model for pricing all risky assets

1.2k views • 46 slides

Enterprise Risk Management and Strategic Planning

Enterprise Risk Management and Strategic Planning. Status of ERM. Started with banking regulation Banks were not quantifying risk, going broke Basic risk quantification modeling developed Expanded to insurance regulation Modeling more complex, hard to evaluate

693 views • 46 slides

649 views • 44 slides

Copulas from Fokker-Planck equation

Copulas from Fokker-Planck equation. Hi Jun Choe. Dept of Math Yonsei University Seoul, Korea. Financial Crisis in 2007. Wired Magazine 02.23.09 Recipe for Disaster:The Formula That Killed Wall Street by S. Salmon. Gaussian Copula by Davis X. Li.

725 views • 38 slides

THE SENSITIVITY OF DOWNSIDE RISK MEASURES TO ESTIMATION ERROR

430 views • 33 slides

Value at Risk

Value at Risk. Concepts, data, industry estimates Adam Hoppes Moses Chao Portfolio applications Cathy Li Muthu Ramanujam Comparison to volatility and beta John Summers Wei-Hao Tseng. Value at Risk:.

498 views • 29 slides

Appendix 10 A: A Linear-Programming Approach to Portfolio-Analysis Models (Related to 10.1.2 )

Appendix 10 A: A Linear-Programming Approach to Portfolio-Analysis Models (Related to 10.1.2 ). By Cheng Few Lee Joseph Finnerty John Lee Alice C Lee Donald Wort.

350 views • 28 slides

Appendix 10 A: A Linear-Programming Approach to Portfolio-Analysis Models (Related to 10.1.2)

Appendix 10 A: A Linear-Programming Approach to Portfolio-Analysis Models (Related to 10.1.2). By Cheng Few Lee Joseph Finnerty John Lee Alice C Lee Donald Wort.

353 views • 28 slides

Combined functionals as risk measures

Combined functionals as risk measures. Arcady Novosyolov Institute of computational modeling SB RAS, Krasnoyarsk, Russia, 660036 anov@icm.krasn.ru http://www.geocities.com/novosyolov/. Structure of the presentation. Risk. Risk measure. RM: Expectation. RM: Expected utility.

421 views • 28 slides

Combined functionals as risk measures

Combined functionals as risk measures. Arcady Novosyolov Institute of computational modeling SB RAS, Krasnoyarsk, Russia, 660036 anov@icm.krasn.ru http://www.geocities.com/novosyolov/. Structure of the presentation. Risk. Risk measure. RM: Expectation. RM: Expected utility.

406 views • 28 slides

Volatility

352 views • 26 slides

Instability of Portfolio Optimization under Coherent Risk Measures

312 views • 23 slides

Chapter 5

329 views • 20 slides

Picking the Right Investments Choosing the Right Discount Rate

239 views • 11 slides

Perspectives on Capital Allocation

269 views • 9 slides

us banks financial analysis and services

BankVega- Comprehensive Source of Information and Analysis for US Banks and provides information on bank's financial health, performance relative to peer banks, investment activities, risk profile and trends of more than 7000 FDIC-insured U.S. commercial banks.

391 views • 4 slides