'Tail risk' diaporamas de présentation

Longevity Bonds or Securitizing Longevity Dr. Rodolfo Wehrhahn, ACLI

Longevity Bonds or Securitizing Longevity Dr. Rodolfo Wehrhahn, ACLI . Contents. Should I care about longevity risk? How does securitization work? Should I care about securitization of longevity? Longevity bonds and beyond. Should I care about longevity risk?.

613 views • 35 slides

Hedge Fund Tail Risk

Hedge Fund Tail Risk. Tobias Adrian and Markus K. Brunnermeier Federal Reserve Bank of New York and Princeton University University of Arizona/Arizona State University September 27/28 th , 2007.

585 views • 34 slides

Nov 2014: China-US agreement on carbon emissions

294 views • 29 slides

Credit Risk and Credit Modeling

Credit Risk and Credit Modeling. Mingsung Tang mingsung.tang@bofasecurities.com April 26, 2004 Banc of America Securities, Credit Strategy Group. Two different views of credit risk. Credit risk for buy-and-hold investors Typical users: bank loan portfolios, insurance company portfolios

502 views • 26 slides

CIA Annual Meeting

454 views • 25 slides

255 views • 16 slides

The Financial Crisis of 2008: What Went Wrong?

The Financial Crisis of 2008: What Went Wrong?. David Marshall Senior Vice President Federal Reserve Bank of Chicago April 14, 2009. Prices and Value. A self-correcting economic system requires People to respond to price incentives, and Prices (approximately) to reflect fundamental value.

165 views • 16 slides

The Credit Crisis

The Credit Crisis. Raghuram Rajan Chicago Booth School of Business. Outline. The Crisis: Origins The Impact Resolving the crisis? Regulatory Lessons. Bad Investments. Child of past crises Emerging markets => Industrial country corporations => Industrial country household

234 views • 14 slides

Risk Management at Goldman Sachs

Risk Management at Goldman Sachs. Presentation to the Stanford Finance Forum. David Viniar Chief Financial Officer. June 3, 2011. GS Risk Management Strategy. In the business of taking risks

884 views • 13 slides

The impact of revenue diversity on banking system stability

The impact of revenue diversity on banking system stability. Do conglomerates create value?. Non-financial corporations: no consensus Discount: Lang and Stulz (JPE,1994), Berger and Ofek (JFE, 1995), Servaes (JF,1996) No discount: Graham et al. (JF, 2002), Campa and Kedia (JF, 2002)

267 views • 13 slides