Liquidity support in a securitization
Internal liquidity support includes: Liability design (e.g., time tranching) or a Liquidity Reserve. External support includes: Lines of credit (LOC) and asset swaps
From playlist Credit Risk: Securitization
What is Value at Risk? VaR and Risk Management
In todays video we learn about Value at Risk (VaR) and how is it calculated? Buy The Book Here: https://amzn.to/37HIdEB Follow Patrick on Twitter Here: https://twitter.com/PatrickEBoyle What Is Value at Risk (VaR)? Value at risk (VaR) is a calculation that aims to quantify the level of
From playlist Risk Management
QRM L1-1: The Definition of Risk
Welcome to Quantitative Risk Management (QRM). In this first class, we define what risk if for us. We will discuss the basic characteristics of risk, underlining some important facts, like its subjectivity, and the impossibility of separating payoffs and probabilities. Understanding the d
From playlist Quantitative Risk Management
Accounting Lecture 11 - Bank Reconciliations
From the free study guides and course manuals at www.my-accounting-tutor.com. Reconciling the bank statement and making required journal entries.
From playlist Accounting Lectures
Cyber risk quantification: What do you need to consider?
Gil Hazaz, VP Sales – Enterprise, KOVRR
From playlist RiskMinds 2021
What is Liquidity? (And How Does it Work?)
Let's take an introductory look into what liquidity is and how the concept plays out in the stock market.
From playlist Concerning Finance
Risk Management Lesson 5A: Value at Risk
In this first part of Lesson 5, we discuss Value-at-Risk (VaR). Topics: - Definition of VaR - Loss distribution and confidence level - The normal VaR
From playlist Risk Management
Raising the bar on liquidity management
In this webinar, Axioma regulatory reporting and risk experts will explore the regulatory state of affairs as the investment industry readies itself for the SEC’s new, fast-approaching Modernization Regulations. Special focus will be paid to the topics of liquidity risk management and regu
From playlist Webinars: At home with the experts
FRM: Liquidity adjusted value at risk (LVaR)
Liquidity adjusted value at risk (LVaR)adjusts (increases) VaR as a function of the bid-ask spread. For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Value at Risk (VaR): Introduction
What is financial risk? FRM Foundations (T1-01)
Financial risk includes market risk, credit risk, operational risk, liquidity risk, and investment risk. 💡 Discuss this video here in our FRM forum: https://trtl.bz/2ywkLLE 👉 Subscribe here https://www.youtube.com/c/bionicturtl... to be notified of future tutorials on expert finance and
From playlist Risk Foundations (FRM Topic 1)
2012 FRM Operational & Integrated Risk Management T7.b
This is a sample of our 2012 FRM Operational & Integrated Risk Management T7.b video tutorials. You may view our products here: https://www.bionicturtle.com/products/financial-risk-management/ The Bionic Turtle program is the most effective and affordable preparation aid for the Financia
From playlist FRM
2012 FRM Operational & Integrated Risk Management T7.d
This is a sample of our 2012 FRM Operational & Integrated Risk Management T7.d video tutorials. You may view our products here: https://www.bionicturtle.com/products/financial-risk-management/ The Bionic Turtle program is the most effective and affordable preparation aid for the Financia
From playlist FRM
Asset Allocation Strategies for the New Decade
Martin Leibowitz, Managing Director, Morgan Stanley; Robert Litterman, Retired Partner, Goldman Sachs & Co.; and John L. (Launny) Steffens, Founder, Spring Mountain Capital June 17, 2010 The Einstein Legacy Society recognizes those friends of the Institute who have made a planned gift or
From playlist Einstein Legacy Society
IMS Public Lecture: Regulatory Boundaries for the Banking System
Darrell Duffie, Stanford University, USA
From playlist Public Lectures
Twelfth SIAM Activity Group on FME Virtual Talk
Speakers: Michael J. Fleming, Federal Reserve Bank of New York Wenqian Huang, Bank of International Settlements David Rios, Columbia University and New York University Title: Implication of COVID 19 for Financial Markets Abstract: Dr. Fleming will discuss the pandemic's effect on the Tre
From playlist SIAM Activity Group on FME Virtual Talk Series
What is the biggest emerging threat for financial institutions?
RiskMinds Website - http://www.informaglobalevents.com/ytrmvidep We ask a selection of industry leaders their thoughts on what some of the biggest emerging threats are, as they see them, for financial institutions in the current climate.
From playlist Innovation and disruption: Causing ripples in risk
Aaron Brown discusses technical risk in the current European crisis
RiskMinds USA Website - http://www.informaglobalevents.com/ytrmusvidep
From playlist RiskMinds USA