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

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

FromGARP Risk Podcast


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

FromGARP Risk Podcast

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)

Welcome to the Risk Intelligence Podcast, where the Global Association of Risk Professionals, also known as GARP, brings together the world’s foremost Risk Practitioners, from around the globe, for in depth insights and discussions on today’s most important risk issues in finance and energy. Here is your chance to listen in.