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The Future of Financial Risk Management: Lessons
 

Summary: The Future of Financial Risk
Management: Lessons
Charles S. Tapiero, Topfer Chair Distinguished Professor
of Financial Engineering and Technology Management
Department of Finance and Risk Engineering
NYU P l t h i I tit t B kl d N Y kNYUPolytechnic Institute, Brooklyn and New York
ctapiero@poly.edu
Third annual conference of the CassCapco
Institute on Risk, Cass Business School, City
University London
4/12/2010 1
Lessons Lessons ... more of the sameLessons Lessons ... more of the same
Michel Crouhy, 2001, in an NBER presentation y, , p
points out to risk measurement, model risks and
to the integration of (highly dependent) markets,
credit and liquidity risks as essential factors tocredit and liquidity risks as essential factors to
reckon with in the FRM. In addition, Crouhi,
indicates to dependence and contagion risks
d l i fi i l i th A i fi i lunderlying financial runs in the Asia financial
crisis as well as to evolving risk trends in banks'

  

Source: Aronov, Boris - Department of Computer and Information Science, Polytechnic University

 

Collections: Computer Technologies and Information Sciences