Aggregate risk - PowerPoint PPT Presentation

Modeling Multiple Securities

Modeling Multiple Securities. Downloads. Today’s work is in: matlab_lec06.m Functions we need today: crosssection.m. Diversification (no aggregate risk). Lets create a large number of uncorrelated securities, then form portfolios R(t,i)= µ (i)+ σ (i)*x(t,i)

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355 views • 20 slides

The macroprudential approach to regulation and supervision: What? Why? How?

The macroprudential approach to regulation and supervision: What? Why? How?. by Claudio Borio* Bank for International Settlements, Basel Banque de France and Toulouse School of Economics Conference on “The Future of Financial Regulation” Paris, 28 January 2009.

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251 views • 19 slides

Risk Assessment, RASP and IMPACT

Risk Assessment, RASP and IMPACT. Ian Meadowcroft. Meanings of Risk. Combination of likelihood and consequences of specified outcome Likelihood - usually annual probability Outcomes include flooding, damage (properties / infrastructure), effects on people, environmental harm

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162 views • 13 slides

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