Risk management [electronic resource] : some lessons from the credit crisis / Ed Fishwick.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Quantitative financial risk management: Publisher: London : Henry Stewart Talks, 2010Description: 1 online resource (1 streaming video file (33 min.) : color, sound)Subject(s): Financial crises | Financial risk managementOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Risk management -- lessons from the credit crisis -- The importance of liquidity -- How Assumptions are just assumptions -- Trailing 60 day correlation (Momentum & Value) -- 220 day cumulative returns to Barra factors -- Garbage (or worse) in/Garbage (or worse) out -- The quick change in sources of risk -- The inability to cram for a crisis -- How volatility is only half the story -- US "Quality" (1973 to date) -- Active and average earnings yield broken by Junk / Quality.
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Mode of access: World Wide Web.