Monthly Archives: January 2024

Extreme correlation

Posted on January 31, 2024 by Shengyu ZHENG

Extreme correlation In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) explains the concept of extreme correlation. Background In financial risk management, there is a concept that is often overlooked, the extreme correlation … Continue reading →

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Optimal threshold selection for the peak-over-threshold approach of extreme value theory

Posted on January 27, 2024 by Shengyu ZHENG

Optimal threshold selection for the peak-over-threshold approach of extreme value theory In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) explains the different methods used to select the threshold for the tails for … Continue reading →

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Securities and Exchange Board of India (SEBI)

Posted on January 26, 2024 by Nithisha CHALLA

Securities and Exchange Board of India (SEBI) In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole – Master in Management (MiM), 2021-2024) presents the Securities and Exchange Board of India (SEBI) which is empowering markets and ensuring integrity. Introduction … Continue reading →

Posted in Contributors, Financial techniques | 1 Comment

My professional experience as a credit analyst at Targobank

Posted on January 20, 2024 by Matthieu MENAGER

My professional experience as a credit analyst at Targobank In this article, Matthieu MENAGER (ESSEC Business School, Bachelor in Business Administration (BBA), 2017-2021) shares his professional experience as credit analyst at Targobank (a subsidiary of the Crédit Mutuel group). The … Continue reading →

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