25 min listen
Tail Risk: How to Incorporate Extreme Events into Financial Risk Modeling
Tail Risk: How to Incorporate Extreme Events into Financial Risk Modeling
ratings:
Length:
18 minutes
Released:
Oct 28, 2022
Format:
Podcast episode
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.
Released:
Oct 28, 2022
Format:
Podcast episode
Titles in the series (71)
The Future of Risk: Climate-related financial disclosures: In the first installment of this series, Jeremy Davis (Vice President, Media and Events, GARP) speaks to Mary Schapiro (29th Chair of the Securities and Exchange Commission) about her work with the Financial Stability Board’s task force. This series... by GARP Risk Podcast