Brainscape's Knowledge GenomeTM

Browse over 1 million classes created by top students, professors, publishers, and experts.


See full index

Risk Management in Financial Institutions

This class was created by Brainscape user Giannis st. Visit their profile to learn more about the creator.

By: Giannis st
Start Studying

Decks in this class (5)

Week 1- Introduction
0 there is no risk and the expect...,
A trader enters into a short cott...
2  cards
Week 2 - Interest rate risk
Why is it harder to hedge non lin...,
If a portfolio has high gamma,
A linear product has a gamma of
21  cards
Week 3 - Value at Risk and Volatility
Var asks the question,
Es asks,
What is the expected shortfall es
10  cards
Week 4 - Market Risk
Hull Ch. 13 (skip 13.5 and 13.6) Hull Ch. 14 (skip Cornish-Fisher expansion in 14.7) Skip: 14.4.2, 14.5 and 14.6 Exercises 13.13abc, 14.17, 14.20 RMFI exam 2013-2014: Q1b, Q1c and Q3
6  cards
Week 5 - Credit Risk
Conditional dp is,
Why isn t the average hazard rate...,
What is cds spread
8  cards

More about
Risk Management in Financial Institutions

  • Class purpose General learning

Learn faster with Brainscape on your web, iPhone, or Android device. Study Giannis st's Risk Management in Financial Institutions flashcards now!

How studying works.

Brainscape's adaptive web mobile flashcards system will drill you on your weaknesses, using a pattern guaranteed to help you learn more in less time.

Learn more about spaced repetition

Add your own flashcards.

Either request "Edit" access from the author, or make a copy of the class to edit as your own. And you can always create a totally new class of your own too!

What's Brainscape anyway?

Brainscape is a digital flashcards platform where you can find, create, share, and study any subject on the planet.

We use an adaptive study algorithm that is proven to help you learn faster and remember longer....

Looking for something else?

FNCE 4190 Financial Institutions Mana...
  • 14 decks
  • 180 flashcards
  • 334 learners
Decks: Chapter 9 Interest Rate Risk Ii, Chapter 8 Interest Rate Risk I, Chapter 7 Risks Of Financial Institution, And more!
Financial Institutions Management
  • 13 decks
  • 169 flashcards
  • 53 learners
Decks: Core Ideas, Duration, Interest Rate Risk, And more!
Financial Risk Management
  • 20 decks
  • 303 flashcards
  • 10 learners
Decks: Notations, Exam Ch 3 Hedging Strats With Futures, Exam Ch 5 Forward And Future Prices, And more!
Financial Markets And institutions
  • 14 decks
  • 777 flashcards
  • 31 learners
Decks: 10 Financial Markets And Institutions, Key Terms And Figures, Ethics And Investment Professionalism, And more!
Find Flashcards
Make Flashcards
Brainscape helps you reach your goals faster, through stronger study habits.
© 2024 Bold Learning Solutions. Terms and Conditions