Title Risk management : some lessons from the credit crisis / Ed Fishwick

Published London : Henry Stewart Talks, 2010

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HSTalks Business & Management Collection

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Description 1 streaming video file (33 min.) Series Quantitative financial risk management : fundamentals, models and techniques Henry Stewart talks. Marketing & management collection. Quantitative financial risk management 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 Notes Animated audio-visual presentation with synchronized narration Title from title frames Subject Financial risk management. Financial crises Financial crises. Financial risk management. Form Streaming video

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