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Tag Archives: Risk
Risk comes from not knowing what you are doing
Risk comes from not knowing what you are doing In this article, Michel Henry VERHASSELT (ESSEC Business School – Master in Finance, 2023-2025) comments on a quote by Warren Buffet about risk. “Risk comes from not knowing what you are … Continue reading
The Nikkei 225 index
The Nikkei 225 index In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole Program – Master in Management, 2021-2023) presents the Nikkei 225 index and details its characteristics. The Nikkei 225 index The Nikkei 225 index is considered as … Continue reading
Posted in Contributors, Financial techniques
Tagged Extreme risk, Financial index, Nikkei 225 index, Performance, Risk
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Risk Aversion
Risk Aversion In this article, Diana Carolina SARMIENTO PACHON (ESSEC Business School, Master in Strategy & Management of International Business (SMIB), 2021-2022) explains the economic concept of risk aversion, which is key to understand the behavior of participants in financial … Continue reading
What happened between Bruno Iksil & JP Morgan
What happened between Bruno Iksil & JP Morgan In this article, Louis DETALLE (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) explains how Bruno Iksil, a French trader working in London made inconsiderate trades in the name … Continue reading
Posted in Contributors, Evénements
Tagged Bruno Iksil, Investment banks, JP Morgan, Risk, Speculation
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The historical method for VaR calculation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents the historical method for VaR calculation. Introduction A key factor that forms the backbone for risk management is the measure of those potential … Continue reading
Posted in Contributors, Financial techniques
Tagged confidence level, Historical method, Risk, Value at risk, VaR
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The variance-covariance method for VaR calculation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents the variance-covariance method for VaR calculation. Introduction VaR is typically defined as the maximum loss which should not be exceeded during a specific time … Continue reading
Posted in Contributors, Financial techniques
Tagged Normal distribution, Risk, VaR, Variance-covariance
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Standard deviation
Standard deviation In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents an overview of standard deviation and its use in financial markets. Mathematical formulae To identify the center or average of any … Continue reading
Posted in Contributors, Financial techniques
Tagged Risk, Standard deviation, Statistics, Variance, Volatility
1 Comment
Systematic risk and specific risk
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the systematic risk and specific risk of financial assets, two fundamental concepts in asset pricing models and investment management theories more generally. This article is … Continue reading
Posted in Contributors, Financial techniques
Tagged CAPM, CML, Diversification, Portfolio, Risk, SML, Specific Risk, Systematic Risk
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Security Market Line (SML)
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the Security Market Line (SML), a key concept in asset pricing derived from the Capital Asset Pricing Model (CAPM). This article is structured as follows: … Continue reading
Posted in Contributors, Financial techniques
Tagged Beta, CAPM, CML, Expected return, Market risk, Risk, SML
2 Comments
Value at Risk
Value at Risk In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents value at risk. Introduction Risk Management is a fundamental pillar of any financial institution to safeguard the investments and hedge … Continue reading
Posted in Contributors, Financial techniques
Tagged Normal distribution, Risk, Stress testing, VaR
2 Comments
Bond risks
Bond risks In this article, Rodolphe CHOLLAT-NAMY (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2023) introduces you to bond risks. Holding bonds exposes you to fluctuations in its price, both up and down. Nevertheless, bonds offer the guarantee of … Continue reading