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Tail Risk: How to Incorporate Extreme Events into Financial Risk Modeling

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Manage episode 345516239 series 1756199
Kandungan disediakan oleh GARP. Semua kandungan podcast termasuk episod, grafik dan perihalan podcast dimuat naik dan disediakan terus oleh GARP atau rakan kongsi platform podcast mereka. Jika anda percaya seseorang menggunakan karya berhak cipta anda tanpa kebenaran anda, anda boleh mengikuti proses yang digariskan di sini https://ms.player.fm/legal.

Hear from Prof. Clifford Rossi as we examine some of today’s biggest financial risk modeling challenges.

Risk modelers have recently been befuddled by rare and powerful non-financial events, including the pandemic, geopolitical conflicts, radical weather happenings, and a supply-chain crisis. What are the characteristics and impacts of these unpredictable incidents? In this podcast, University of Maryland professor and GARP CRO Outlook columnist Clifford Rossi will address these issues, and also share his views on how financial institutions can better understand these risks and link them properly to financial losses.

  continue reading

79 episod

Artwork
iconKongsi
 
Manage episode 345516239 series 1756199
Kandungan disediakan oleh GARP. Semua kandungan podcast termasuk episod, grafik dan perihalan podcast dimuat naik dan disediakan terus oleh GARP atau rakan kongsi platform podcast mereka. Jika anda percaya seseorang menggunakan karya berhak cipta anda tanpa kebenaran anda, anda boleh mengikuti proses yang digariskan di sini https://ms.player.fm/legal.

Hear from Prof. Clifford Rossi as we examine some of today’s biggest financial risk modeling challenges.

Risk modelers have recently been befuddled by rare and powerful non-financial events, including the pandemic, geopolitical conflicts, radical weather happenings, and a supply-chain crisis. What are the characteristics and impacts of these unpredictable incidents? In this podcast, University of Maryland professor and GARP CRO Outlook columnist Clifford Rossi will address these issues, and also share his views on how financial institutions can better understand these risks and link them properly to financial losses.

  continue reading

79 episod

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