TY  - ADVS
AU  - Fishwick,Edward
TI  - Risk management: some lessons from the credit crisis 
T2  - Quantitative financial risk management : fundamentals, models and techniques
PY  - 2010///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial crises
KW  - Financial risk management
N1  - 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
UR  - http://hstalks.com/lib.php?t=HST48.2755&c=250
UR  - http://hstalks.com/lib.php?t=HST48&c=250
ER  -