金融風(fēng)險管理ppt課件-在線瀏覽
2024-12-04 00:33本頁面
【正文】 financial engineering ? Implementation risks of risk management ? Internal models approach for market risk (Market Risk Amendment [1996]) ? Insuring operational risk ? Legal risk ? Measuring firmwide risk ? Severity and frequency distributions for operational risk ? Types of operational risk ? Workflow in financial institutions 風(fēng)險及投資管理 Risk Management and Investment Management ? Traditional investment risk management 1. Return metrics (Sharpe ratio, information ratio, VaR, relative VaR, tracking error, survivorship bias) 2. Implementing VaR 3. Benchmarking asset mixes 4. Risk deposition and performance attribution 5. Risk budgeting 6. Tracking error 7. Setting risk limits 8. Risk of alpha transfer strategies 9. Risk management issues of pension funds ? Hedge fund risk management metrics specific to hedge funds (drawdown
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