Quantitative Risk Management
E945792
Quantitative Risk Management is an academic program focused on applying mathematical, statistical, and financial tools to measure, model, and manage risk in finance and related industries.
Statements (49)
| Predicate | Object |
|---|---|
| instanceOf |
academic program
ⓘ
field of study ⓘ |
| appliesTool |
econometrics
ⓘ
financial mathematics ⓘ mathematics ⓘ numerical methods ⓘ optimization ⓘ probability theory ⓘ simulation techniques ⓘ statistics ⓘ stochastic processes ⓘ |
| coversTopic |
Monte Carlo simulation
ⓘ
backtesting of risk models ⓘ copula models ⓘ credit portfolio modeling ⓘ credit risk ⓘ credit scoring ⓘ default probability modeling ⓘ derivatives pricing ⓘ enterprise risk management ⓘ expected shortfall ⓘ extreme value theory ⓘ liquidity risk ⓘ loss distribution modeling ⓘ market risk ⓘ model risk ⓘ operational risk ⓘ portfolio risk management ⓘ regulatory capital ⓘ scenario analysis ⓘ securitization risk ⓘ stress testing ⓘ time series analysis ⓘ value-at-risk ⓘ |
| focusesOn |
management of financial risk
ⓘ
measurement of financial risk ⓘ modeling of financial risk ⓘ |
| goal |
improve risk-based decision making in finance
ⓘ
support regulatory compliance for financial institutions ⓘ |
| relatedTo |
actuarial science
ⓘ
financial engineering ⓘ quantitative finance ⓘ |
| usedInIndustry |
asset management
ⓘ
banking ⓘ corporate finance ⓘ energy trading ⓘ hedge funds ⓘ insurance ⓘ risk consulting ⓘ |
Referenced by (1)
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