systemic-risk

Learning objectives: Describe financial correlation risk and the areas in which it appears in finance. Explain how correlation contributed to the global financial crisis of 2007-2009. Describe the structure, uses, and payoffs of a correlation swap. Estimate the impact of different correlations...

Learning objectives: Describe operational resilience and describe threats and challenges to the operational resilience of a financial institution. Explain recommended principles, including tools and metrics, for maintaining strong operational resilience at financial institutions. Describe...

Learning objectives: Describe the historical background and provide an overview of the 2007-2009 financial crisis. Describe the build-up to the financial crisis and the factors that played an important role. Explain the role of subprime mortgages and collateralized debt obligations (CDOs) in the...

Learning objectives: Evaluate the appropriateness of current regulatory frameworks and supervisory approaches to the reduction of systemic risk. Evaluate measures that can help increase resiliency to cyber risk. Questions: 901.1. In their paper Cyber Risk, Market Failures, and Financial...

Learning objectives: Calculate, using the cost-of-carry model, forward prices where the underlying asset either does or does not have interim cash flows. Describe the various delivery options available in the futures markets and how they can influence futures prices. Explain the relationship...