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systemic-risk

  1. Nicole Seaman

    P2.T7.20.15 Building the operational resilience of a financial institution

    Learning objectives: Describe operational resilience and describe threats and challenges to the operational resilience of a financial institution. Explain recommended principles, including tools and metrics, for maintaining strong operational resilience at financial institutions. Describe...
  2. Nicole Seaman

    P1.T1.20.17. Anatomy of the Great Financial Crisis (GFC) of 2007-2009

    Learning objectives: Describe the historical background and provide an overview of the 2007-2009 financial crisis. Describe the build-up to the financial crisis and the factors that played an important role. Explain the role of subprime mortgages and collateralized debt obligations (CDOs) in the...
  3. Nicole Seaman

    P2.T9.901. Cyber Risk, Market Failures, and Financial Stability (Part 2 of 2)

    Learning objectives: Evaluate the appropriateness of current regulatory frameworks and supervisory approaches to the reduction of systemic risk. Evaluate measures that can help increase resiliency to cyber risk. Questions: 901.1. In their paper Cyber Risk, Market Failures, and Financial...
  4. Nicole Seaman

    P1.T3.718. Cost of carry with cash flow and normal backwardation (Hull Chapter 5)

    Learning objectives: Calculate, using the cost-of-carry model, forward prices where the underlying asset either does or does not have interim cash flows. Describe the various delivery options available in the futures markets and how they can influence futures prices. Explain the relationship...
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