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Keyword: Peter Christoffersen

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From the Vault: What’s Your Expected Shortfall?

Over a decade ago, we were looking beyond the merits of VaR.

  • July 27, 2017 September 13, 2019
  • 11:14
64% of Crash Risk Comes From This

Coverage of the 2016 Northern Finance Association Conference

US Federal Reserve Taps Rotman Professor

Peter Christoffersen to assess bank stress testing models.

Christoffersen Talks Global Correlations

More video coverage of the 2011 Global Investment Conference.