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
Chris Matten at Risk Minds International 2015 | The risk management industry's biggest challenge
Chris Matten, Partner, Singapore Risk Assurance Practice at PwC, speaking at Risk Minds International 2015 in Amsterdam on the biggest challenge facing the risk management industry.
From playlist RiskMinds Live 2015
What's the main mistake that risk managers are making with conduct risk and compliance?
Peter Tyson, Head Of Conduct & Compliance, Standard Life, explains the key mistakes that risk managers are making with conduct and compliance at RiskMinds Insurance 2016.
From playlist Insurance risk: Predict risk in an unpredictable world
Having ‘a fear of intimacy’ is considered a great sin, but it’s a very natural one, which deserves sympathy and understanding. Please subscribe here: http://tinyurl.com/o28mut7 If you like our films take a look at our shop (we ship worldwide): http://www.theschooloflife.com/shop/all/ Bro
From playlist RELATIONSHIPS
How does risk culture and the psychology of risk affect you?
Looking at risk from a different perspective, this year at RiskMinds International (https://goo.gl/KVtbtC), we will see an array of key speakers who will help you develop a more intricate risk strategy. Find out more at https://goo.gl/KVtbtC.
From playlist RiskMinds 2016
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
What are the challenges when it comes to regulations and their impact on banks?
Live from RiskMinds International, Aimen El Hadj, Senior Risk Consultant at Murex, explores the impact and challenges of FRTB. Visit the RiskMinds365 blog for more exclusive interviews and thought leadership: https://goo.gl/yQeosW
From playlist RiskMinds International 2018
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
Alan Smith: What are the greatest risks in the post-Brexit world?
Alan Smith, Global Head of Risk Strategy at HSBC, speaking at Risk Minds International 2016 on the greatest risks in the Post-Brexit world. Find out more at https://goo.gl/KVtbtC.
From playlist RiskMinds 2016
Unit 10: Utility Analysis and Multidimensional Evaluation, Video 6: Dominated Solutions
MIT IDS.333 Risk and Decision Analysis, Fall 2021 Instructor: Richard de Neufville View the complete course: https://ocw.mit.edu/courses/ids-333-risk-and-decision-analysis-fall-2021/ YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP62jwhTqp8_1kwrkDkxZhpQC This presents d
From playlist MIT IDS.333 Risk and Decision Analysis, Fall 2021
Andrew Lo: "Evolutionary Foundations of Economic Behavior, Bounded Rationality, and Intelligence"
Green Family Lecture Series 2015, Research Lecture "Evolutionary Foundations of Economic Behavior, Bounded Rationality, and Intelligence" Andrew W. Lo, Massachusetts Institute of Technology Institute for Pure and Applied Mathematics, UCLA May 19, 2015 For more information: http://www.ip
From playlist Public Lectures
Andreas H. Hamel: From set-valued quantiles to risk measures: a set optimization approach to...
Abstract : Some questions in mathematics are not answered for quite some time, but just sidestepped. One of those questions is the following: What is the quantile of a multi-dimensional random variable? The "sidestepping" in this case produced so-called depth functions and depth regions, a
From playlist Probability and Statistics
Sendhil Mullainathan - Economic Fairness Pt. 1/2 - IPAM at UCLA
Recorded 14 July 2022. Sendhil Mullainathan of the University of Chicago presents "Economic Fairness" at IPAM's Graduate Summer School on Algorithmic Fairness. Learn more online at: http://www.ipam.ucla.edu/programs/summer-schools/graduate-summer-school-on-algorithmic-fairness/
From playlist 2022 Graduate Summer School on Algorithmic Fairness
How the portfolio possibilities curve (PPC) illustrates the benefit of diversification (FRM T1-7)
When correlations are imperfect, diversification benefits are possible. The portfolio possibilities curve illustrates this and it contains two notable points: the minimum variance portfolio (MVP) and the optimal portfolio (with the highest Sharpe ratio). At the end, I summarize four featur
From playlist Risk Foundations (FRM Topic 1)
Coherent risk measures and why VaR is not coherent (FRM T4-5)
[my xls is here https://trtl.bz/2ErWQl8] Coherence requires that a risk measure meets all four of the following conditions unconditionally: 1. Translation invariance (aka, adding cash reduces risk), 2. Positive homogeneity (aka, risk is proportional to size"), 3. Monotonicity (aka, If Y do
From playlist Valuation and RIsk Models (FRM Topic 4)
Emotional Poverty Volume 2 Chapter 3 Adolescent Brain Development
Puberty, reward circuitry, risk-taking, and social cognition. Schools often ignore the incredible demands of brain development during adolescence. Learn more about the agenda of school and the agenda of brain development.
From playlist Emotional Poverty
The Mathematics of Trust // How Game Theory Explains Cooperation
Check out Brilliant ► https://brilliant.org/TreforBazett/ Join for free and the first 200 subscribers get 20% off an annual premium subscription. Thank you to Brilliant for sponsoring this playlist on Game Theory. My Game Theory Playlist ► https://www.youtube.com/playlist?list=PLHXZ9OQG
From playlist Game Theory
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
The SML is a general CML (informal FRM tip series)
A forum member asked me this great question; "If the CML plots well-diversified portfolios, and well-diversified portfolios have no idiosyncratic risk, then isn't the CML also a plot of systematic risk (aka, beta)? Put another way, doesn't the CML already map to the SML?" My response is he
From playlist FRM technical