Foundations of Risk Management
Risk Management, Governance, Culture, and Risk taking in Banks
[vsw id=”-s24SiqzXYQ” source=”youtube” width=”611″ height=”344″ autoplay=”no”] After completing this reading, you should be able to: Assess methods that banks can use to determine their optimal level of risk exposure, and explain how the optimal level of risk can differ across…
Risk Management Failures – What Are They and When Do They Happen?
[vsw id=”KwV1733T62Y” source=”youtube” width=”611″ height=”344″ autoplay=”no”] After completing this reading, you should be able to: Explain how a large financial loss may not necessarily be evidence of a risk management failure. Analyze and identify instances of risk management failure. Explain…
Applying the CAPM to Performance Measurement
[vsw id=”dg8GZluFxDI” source=”youtube” width=”611″ height=”344″ autoplay=”no”] After completing this reading, you should be able to: Calculate, compare, and evaluate the Treynor measure, the Sharpe measure, and Jensen’s alpha. Compute and interpret tracking error, the information ratio, and the Sortino ratio….
What is ERM?
[vsw id=”653Qn1_4pmY” source=”youtube” width=”611″ height=”344″ autoplay=”no”] After completing this reading, you should be able to: Describe enterprise risk management (ERM) and compare and contrast differing definitions of ERM. Compare the benefits and costs of ERM and describe the motivations for…
Deciphering the Liquidity and Credit Crunch 2007-2008
[vsw id=”_sLzMHtACzM” source=”youtube” width=”611″ height=”344″ autoplay=”no”] After completing this reading, you should be able to: Describe the key factors that contributed to the lending boom housing frenzy. Explain the banking industry trends leading up to the financial crisis and assess…
Multifactor Models of Risk-Adjusted Asset Returns
After completing this reading, you should be able to: Explain the arbitrage pricing theory (APT), describe its assumptions, and compare the APT to the CAPM. Describe the inputs (including factor betas) to a multifactor model and explain the challenges of using…
