Risk management [electronic resource] : some lessons from the credit crisis /
Fishwick, Edward,
Risk management some lessons from the credit crisis / [electronic resource] : Ed Fishwick. - London : Henry Stewart Talks, 2010. - 1 online resource (1 streaming video file (33 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques . - Henry Stewart talks. Marketing & management collection. Quantitative financial risk management .
Animated audio-visual presentation with synchronized narration. Title from title frames.
Contents: Risk management -- lessons from the credit crisis -- The importance of liquidity -- How Assumptions are just assumptions -- Trailing 60 day correlation (Momentum & Value) -- 220 day cumulative returns to Barra factors -- Garbage (or worse) in/Garbage (or worse) out -- The quick change in sources of risk -- The inability to cram for a crisis -- How volatility is only half the story -- US "Quality" (1973 to date) -- Active and average earnings yield broken by Junk / Quality.
Access restricted to subscribers.
Mode of access: World Wide Web.
System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.
2755 Henry Stewart Talks
Financial crises.
Financial risk management.
Risk management some lessons from the credit crisis / [electronic resource] : Ed Fishwick. - London : Henry Stewart Talks, 2010. - 1 online resource (1 streaming video file (33 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques . - Henry Stewart talks. Marketing & management collection. Quantitative financial risk management .
Animated audio-visual presentation with synchronized narration. Title from title frames.
Contents: Risk management -- lessons from the credit crisis -- The importance of liquidity -- How Assumptions are just assumptions -- Trailing 60 day correlation (Momentum & Value) -- 220 day cumulative returns to Barra factors -- Garbage (or worse) in/Garbage (or worse) out -- The quick change in sources of risk -- The inability to cram for a crisis -- How volatility is only half the story -- US "Quality" (1973 to date) -- Active and average earnings yield broken by Junk / Quality.
Access restricted to subscribers.
Mode of access: World Wide Web.
System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.
2755 Henry Stewart Talks
Financial crises.
Financial risk management.