'Gaussian copula' presentation slideshows

Model Risk of Correlation Products

Model Risk of Correlation Products. PRESENTED TO: Risk Magazine's Training Course: Advanced Correlation Modelling & Analysis BY: Martin Goldberg, Director martin.goldberg@citigroup.com Head of Model Validation Risk Architecture Citigroup

630 views • 44 slides

Simple Time-Varying Copula Estimation Wolfgang Aussenegg, Vienna University of Technology

286 views • 16 slides

Market Comovements and Copula Families

185 views • 16 slides

Financial crisis

Financial crisis. How to m ake sense of it. Objectives. Scan literature Organize using graphical representation Build up Collapse Identify likely solutions. Short term incentives for managers. Bad compensation schemes. Lax lending practices. More lending Low Interest rates.

281 views • 15 slides