Tag Archives: Stress testing

Application de la théorie des valeurs extrêmes en finance de marchés

Posted on October 6, 2023 by Gabriel FILJA

Dans cet article, Gabriel FILJA (ESSEC Business School, Executive Master in Senior Bank Management, 2022-2023 & Head of Hedging à Convera) présente des applications de la théorie des valeurs extrêmes en finance de marchés et notamment en gestion des risques … Continue reading →

Posted in Contributors, Financial techniques | Tagged , , | 4 Comments

Value at Risk

Posted on August 24, 2021 by Jayati WALIA

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 , , , | 2 Comments