| Description |
1 online resource (1 streaming video file (50 min.) : color, sound) |
| Series |
Risk management for sovereign institutions : innovations in strategic risk management for volatile times, 2056-4570 |
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Henry Stewart talks. Business & management collection. Risk management for sovereign institutions
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| Contents |
Contents: A review of dynamic stochastic programming (DSP) -- Pillars of DSP: scenario trees and models -- Why DSP is important to sovereign institutions -- Institutional objectives and objective functions in a DSP model -- Going from "CEO speak" to "risk management speak" -- Mapping central bank strategic objectives to risk limits and model objectives -- Various kinds of model objective functions -- Handling multiple institutional objectives -- How to shape distributions of multiple outcomes -- Complex objectives like ratio of reserves to short-term-debt -- Multiple objectives like safety, liquidity, returns, and stability -- Conditional value at risk (CVaR) constraints and controlling extremes -- Model structures -- Controlling extreme events |
| Notes |
Animated audio-visual presentation with synchronized narration |
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Title from title frames |
| Restricted |
Access restricted to subscribers |
| Notes |
Mode of access: World Wide Web |
| Subject |
Dynamic programming.
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Financial risk management.
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Mathematical optimization.
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Sovereign wealth funds.
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Stochastic programming.
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| Form |
Streaming video
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