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Tail Risk: How to Incorporate Extreme Events int Financial Risk Modeling

Date
2022/10/28
Random
263
Name
GARP Risk Podcast
Description
Hear from Prof. Clifford Rossi as we examine some of today’s biggest financial risk modeling challenges. Risk modelers have recently been befuddled by rare and powerful non-financial events, including the pandemic, geopolitical conflicts, radical weather happenings, and a supply-chain crisis. What are the characteristics and impacts of these unpredictable incidents? In this podcast, University of Maryland professor and GARP CRO Outlook columnist Clifford Rossi will address these issues, and also share his views on how financial institutions can better understand these risks and link them properly to financial losses.
Author
GARP
URL
https://garpcast.libsyn.com/tail-risk-how-to-incorporate-extreme-events-int-financial-risk-modeling
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