Listen "Tail Risk: How to Incorporate Extreme Events into Financial Risk Modeling"
Episode Synopsis
Hear from Prof. Clifford Rossi as we examine some of today's biggest financial risk modeling challenges. Risk modelers have recently been befuddled by rare and powerful non-financial events, including the pandemic, geopolitical conflicts, radical weather happenings, and a supply-chain crisis. What are the characteristics and impacts of these unpredictable incidents? In this podcast, University of Maryland professor and GARP CRO Outlook columnist Clifford Rossi will address these issues, and also share his views on how financial institutions can better understand these risks and link them properly to financial losses.
More episodes of the podcast GARP Risk Podcast
Inside the Mind of a Buy-Side CRO
08/04/2025
Generative AI: Trends, Benefits and Risks
17/10/2024
ZARZA We are Zarza, the prestigious firm behind major projects in information technology.