FRM Training: Risk Exposure Estimation. Transcript
17 mins read Financial Risk Exposure Estimation. Core themes Welcome to our collection of risk management exposure estimation course lecture transcripts. I teach
17 mins read Financial Risk Exposure Estimation. Core themes Welcome to our collection of risk management exposure estimation course lecture transcripts. I teach
2 mins read A number of banking, market risk and treasury customers have recently inquired about our course offering on the Setting Risk
3 mins read Setting risk limits Risk models only have value if they are used effectively in combination with a limit management and control
< 1 min read A short six session introduction to a risk management framework for the Oil, Gas and Petrochemical industry focused on managing
5 mins read Risk models only have value if they are used effectively in combination with limit management and control process. While a
6 mins read This paper presents an extension of well accepted risk models in the financial services space to the risk management needs of the oil, gas and petrochemical industry in the region. We primarily extend the Value at Risk (VaR) framework and apply it to estimating refinery margins and inventory losses using crude oil price volatility as an input.