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33 min
1. Risk management: some lessons from the credit crisis- Mr. Edward Fishwick
- Archived Lectures *These may not cover the latest advances in the field
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22 min
2. The need for a new paradigm- Mr. Alan Brown
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41 min
3. Leading bank credit portfolio strategies- Mr. Brian Dvorak
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26 min
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18 min
5. Quantmare, August 2007- Mr. Eoin Murray
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36 min
6. Risk decomposition (and risk budgeting)- Mr. Jason MacQueen
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43 min
7. Structural and reduced form models- Dr. Theo Darsinos
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43 min
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40 min
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52 min
10. Estimating risk models- Prof. Kevin Dowd
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24 min
11. Hedge fund risk assessment- Mr. David Martin
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45 min
12. Modeling business dependencies for credit portfolios- Dr. Markus A. Leippold
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26 min
13. VaR when volatility is changing- Dr. Elizabeth Sheedy
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30 min
14. Conditional Value at Risk (CoVAR)- Mr. KiHoon Jimmy Hong
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40 min
15. Dependence modeling with copulas- Prof. Paul Embrechts
- Dr. Johanna Neslehova
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41 min
16. Extreme value theory and copulas- Prof. Paul Embrechts
- Dr. Johanna Neslehova
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42 min
17. Measures of financial risk- Prof. Kevin Dowd
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37 min
18. Modelling UK Mortgage Default in Light of the Financial Crisis- Mr. Warapong Wongwachara
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23 min
19. Statistical models for risk management- Prof. John Knight
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34 min
20. The structure of equity risk models- Mr. Jason MacQueen
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42 min
21. Utility theory and mean variance- Dr. Norvald Instefjord
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40 min
22. Definitions of risk- Dr. Norvald Instefjord
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29 min
23. Practical use of portfolio risk management today- Mr. Daryl Roxburgh
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44 min
24. Volatility- Dr. George A. Christodoulakis
Printable Handouts
Navigable Slide Index
- Introduction
- Best practice
- What's the problem?
- Why do we want bond market Betas?
- Why do we want equity market Betas?
- S and P 500 real annual return since 1871
- UK equity market 1693 - 2008
- It's time in the market, not market timing - really?
- Dynamic asset allocation
- Today's best practice model
- Two key weaknesses
- Expect the unexpected
- Governance and utility
- Forecasting returns
- US forecast returns vs. actual
- Forecasting terminal PE ratios
- US median PE ratios within Inflation bands
- Shiller PE and returns
- Challenges for the industry
- A sea change
- Important information
Topics Covered
- Best practice
- Why do we want bond market Betas?
- Why do we want equity market Betas?
- Dynamic asset allocation
- Today's best practice model
- Expect the unexpected
- Governance and utility
- Forecasting returns
- Forecasting PE terminal ratios
- Challenges for the industry
- A sea change
Talk Citation
Brown, A. (2010, July 19). The need for a new paradigm [Video file]. In The Business & Management Collection, Henry Stewart Talks. Retrieved January 2, 2025, from https://doi.org/10.69645/GZPL2778.Export Citation (RIS)
