Quantitative Financial Risk ManagementFundamentals, Models and Techniques

Launched October 2007 Updated December 2010 24 lectures
Dr. Stephen E. Satchell
Trinity College, University of Cambridge, UK

The aim of the Quantitative Financial Risk Management series of talks is first to review the role of modern risk management in the financial services industry and the fundamental theory and ideas it draws upon, and then to examine critically the application of models in four key areas of practice:... read moreportfolio risk; credit risk; market risk; and operational risk.

The field of Risk Management has been changing very rapidly due to the activities of the Basel Committee of Banking Supervision and the course presented in this series of talks is specifically designed to enable users to keep abreast of new requirements and thinking in the field. Although recent Basel pronouncements have mainly addressed credit and operational risk, the series also considers market risk due to its importance in trading and portfolio risk because of its central position in asset management.

Archived Lectures *These may not cover the latest advances in the field (23 Lectures)