Risk Management

238 Posts

Book Review: The Econometrics of Individual Risk

Book-Review-The-Econometrics-of-Individual-Risk

In this reissued book, the authors explore credit risk from four distinct quantitative perspectives — the occurrence, frequency, timing, and severity of a loss — and focus on the core econometric techniques for measuring each aspect. Given the industry failings associated with the recent global financial crisis, it is more important than ever for financial analysts to understand the mechanics of quantitative risk tools. Read more

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Top Five Articles from June: Brexit, Damodaran, and Dumb Alpha

Standout stories from the last month include the latest entry in the Alpha Wounds series by Jason Voss, CFA, in which he analyzes the lack of independent judgment among active managers; Matthew Borin’s examination of the recent Brexit vote and its fallout; and Ron Surz’s piece explaining how successful advisers are like successful waiters. Read more

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Book Review: Enterprise Risk Management in Finance

Book Review: Enterprise Risk Management in Finance

Providing a general overview of salient topics in risk management, this book is best suited to the experienced risk manager, who can turn to it for technical guidance and a good, succinct refresher on select topics. The beginner would do well to stick with the book’s qualitative discussions, which can serve as useful points of departure for further study. Read more

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Top Five Articles from May: Helicopter Money and the Earnings Avalanche

In the leading Enterprising Investor posts from May, Mark Harrison, CFA, imagines a world without the insight of the late Jack L. Treynor; Sameer S. Somal, CFA, considers the intangibles of having your own firm; and Scott Krisiloff, CFA, plows through the recent avalanche of earnings reports for a sense of the consensus C-suite view on the economy. Read more

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