risk

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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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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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The Benefits and Risks of Target Date Funds (TDFs)

The Benefits and Risks of Target Date Funds (TDFs)

What is the optimal amount of risk a client should have in their portfolio throughout their career? This is not an easy question to answer, so it is not surprising that there are many different responses. Target date funds (TDFs) are, in theory, simple products that allow clients to focus on a single question: “How old am I?” Read more

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