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After an almost twenty-year raging bull market (1981 to 2000) that was obsessed with market returns, and a subsequent meltdown, risk is now in ascendancy. Risk measurement and risk management are intra-disciplinary endeavors that will certainly play a key role in future markets. Risk-related fields are innovation hotbeds that will continue to create some of the most exciting, lucrative jobs in financial services.

Chalk Talk Blog

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Long hedge with copper futures contract - 10 min. screencast…

29 Apr 2008

VaR of binary option portfolio (Par 4 difficulty)

18 Apr 2008

Fed paper on why predictive power of yield curve distorted…

29 Jan 2008

Counterparty risk

17 Sep 2007

Liquidity risk: Liquidity-adjusted Value at Risk (LVaR)(2007…

03 Sep 2007

Liquidity risk: Factors that impact liquidity

31 Aug 2007

Liquidity risk: Definitions (2007 FRM)

30 Aug 2007

Foreign Exchange: Adding Competition (2007 FRM)

29 Aug 2007

Foreign Exchange: Volatility-minimizing hedge (2007 FRM)…

28 Aug 2007

Foreign Exchange: Price & Quantity Risk (2007 FRM)

27 Aug 2007

Friday’s Movie: Advanced Credit Risk (1st of 2)

24 Aug 2007

Foreign Exchange. Off-balance-sheet currency hedge (2007…

23 Aug 2007

Foreign Exchange. 2007 FRM: On-balance-sheet hedge on currency…

22 Aug 2007

Foreign Exchange. 2007 FRM: FX Intro

21 Aug 2007

Market Risk

20 Aug 2007

Value at Risk (VaR). 2007 FRM, Part 12. Diversification

16 Aug 2007

Value at Risk (VaR). 2007 FRM, Part 11. Incremental &…

15 Aug 2007

Value at Risk (VaR). 2007 FRM, Part 10: Diversified Portfolio…

14 Aug 2007

Value at Risk (VaR). 2007 FRM, Part 9: Project impact on…

13 Aug 2007

Friday’s Movie for the 2007 FRM: Credit Risk Part…

10 Aug 2007

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